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Well-posedness and Hurst parameter estimation for fluid equations driven by fractional transport noise

Probability 2026-04-08 v1 Mathematical Physics Analysis of PDEs Functional Analysis math.MP Statistics Theory Statistics Theory

Abstract

We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter H(1/2,1)H \in (1/2,1). The model captures persistent, long-range correlated forcing consistent with inertial-range scaling laws and fractional Brownian approximations of turbulent fluctuations. A central ingredient of our approach is a version of the sewing lemma adapted to a class of integrands that includes, but is not limited to, transport-type structures. This result provides a flexible tool for constructing the Young integral and serves as a basis for analysing a wider class of stochastic partial differential equations. Using this approach, we establish existence and uniqueness of solutions via a fixed point argument and investigate statistical properties of the flow. In particular, we study quadratic functionals of the solution and derive an estimator for the Hurst parameter HH.

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Cite

@article{arxiv.2604.05910,
  title  = {Well-posedness and Hurst parameter estimation for fluid equations driven by fractional transport noise},
  author = {Alexandra Blessing Neamtu and Dan Crisan and Oana Lang},
  journal= {arXiv preprint arXiv:2604.05910},
  year   = {2026}
}

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43 pages