English

Some examples of absolute continuity of measures in stochastic fluid dynamics

Probability 2008-01-04 v1

Abstract

A non linear Ito equation in a Hilbert space is studied by means of Girsanov theorem. We consider a non linearity of polynomial growth in suitable norms, including that of quadratic type which appears in the Kuramoto-Sivashinsky equation and in the Navier-Stokes equation. We prove that Girsanov theorem holds for the 1-dimensional stochastic Kuramoto-Sivashinsky equation and for a modification of the 2- and 3-dimensional stochastic Navier-Stokes equation. In this way, we prove existence and uniqueness of solutions for these stochastic equations. Moreover, the asymptotic behaviour for large time is characterized.

Keywords

Cite

@article{arxiv.0801.0496,
  title  = {Some examples of absolute continuity of measures in stochastic fluid dynamics},
  author = {B. Ferrario},
  journal= {arXiv preprint arXiv:0801.0496},
  year   = {2008}
}

Comments

16 pages

R2 v1 2026-06-21T09:59:14.057Z