Approximations of Stochastic Navier-Stokes Equations
Shijie Shang, Tusheng Zhang

TL;DR
This paper demonstrates that solutions to 2D stochastic Navier-Stokes equations driven by Brownian motion can be effectively approximated using equations forced by jump noise, offering a new approach for simulation and analysis.
Contribution
It introduces a novel approximation method for stochastic Navier-Stokes equations using jump noise instead of Brownian motion.
Findings
Jump noise approximations converge to Brownian-driven solutions
Provides a new framework for numerical simulations
Enhances understanding of stochastic fluid dynamics
Abstract
In this paper we show that solutions of two-dimensional stochastic Navier-Stokes equations driven by Brownian motion can be approximated by stochastic Navier-Stokes equations forced by pure jump noise/random kicks.
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Taxonomy
TopicsStochastic processes and financial applications
