Shell Model of Turbulence Perturbed by L\'{e}vy Noise
Utpal Manna, Manil T. Mohan
TL;DR
This paper establishes the existence and uniqueness of strong solutions for a turbulence shell model influenced by Lévy noise, using local monotonicity techniques to handle the stochastic perturbations.
Contribution
It introduces a rigorous mathematical proof for the well-posedness of a turbulence shell model with Lévy noise, a novel stochastic perturbation approach.
Findings
Proved existence of strong solutions.
Proved uniqueness of solutions.
Applied local monotonicity methods.
Abstract
In this work we prove the existence and uniqueness of the strong solution of the shell model of turbulence perturbed by L\'{e}vy noise. The local monotonicity arguments have been exploited in the proofs.
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Taxonomy
TopicsStochastic processes and financial applications · Financial Risk and Volatility Modeling · Stochastic processes and statistical mechanics