2D Navier-Stokes equation with cylindrical fractional Brownian noise
Benedetta Ferrario, Christian Olivera

TL;DR
This paper investigates the 2D Navier-Stokes equation with cylindrical fractional Brownian noise, establishing local and global existence and uniqueness results depending on the Hurst parameter range.
Contribution
It extends previous work by proving existence and uniqueness for a broader range of Hurst parameters in stochastic 2D Navier-Stokes equations.
Findings
Local existence and uniqueness for 7/16<H<1/2
Global existence and uniqueness for 1/2<H<1
Extension of results beyond the H=1/2 case
Abstract
We consider the Navier-Stokes equation on the 2D torus, with a stochastic forcing term which is a cylindrical fractional Wiener noise of Hurst parameter . Following [3,8] which dealt with the case , we prove a local existence and uniqueness result when and a global existence and uniqueness result when .
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Physics Problems · Navier-Stokes equation solutions
