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The fluctuation behaviour of the stochastic point vortex model with common noise

Probability 2025-01-14 v1 Analysis of PDEs

Abstract

This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in distribution to the unique probabilistically strong solution of a linear stochastic evolution equation. In particular, we establish the strong convergence from the stochastic point vortex model with common noise to the conditional McKean Vlasov equation.

Keywords

Cite

@article{arxiv.2501.06850,
  title  = {The fluctuation behaviour of the stochastic point vortex model with common noise},
  author = {Yufei Shao and Xianliang Zhao},
  journal= {arXiv preprint arXiv:2501.06850},
  year   = {2025}
}

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34 pages