Pathwise Solutions for Stochastic Hydrostatic Euler Equations and Hydrostatic Navier-Stokes Equations Under the Local Rayleigh Condition
Ruimeng Hu, Quyuan Lin

TL;DR
This paper proves the local existence and uniqueness of pathwise solutions for stochastic hydrostatic Euler and Navier-Stokes equations under the local Rayleigh condition, extending well-posedness results to Sobolev spaces.
Contribution
It provides the first proof of existence and uniqueness of pathwise solutions for these stochastic models in Sobolev spaces, advancing the mathematical understanding of their well-posedness.
Findings
Established local in time existence of solutions
Proved uniqueness of solutions in Sobolev spaces
First to show existence of pathwise solutions for these models
Abstract
Stochastic factors are not negligible in applications of hydrostatic Euler equations (EE) and hydrostatic Navier-Stokes equations (NSE). Compared with the deterministic cases for which the ill-posedness of these models in the Sobolev spaces can be overcome by imposing the local Rayleigh condition on the initial data, the studies on the well-posedness of stochastic models are still limited. In this paper, we consider the initial data to be a random variable in a certain Sobolev space and satisfy the local Rayleigh condition. We establish the local in time existence and uniqueness of maximal pathwise solutions to the stochastic hydrostatic EE and hydrostatic NSE with multiplicative noise. Compared with previous results on these models (e.g., the existence of martingale solutions in the analytic spaces), our work gives the first result about the existence and uniqueness of solutions to…
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Taxonomy
TopicsStochastic processes and financial applications · Navier-Stokes equation solutions · Risk and Portfolio Optimization
