A large deviations principle for stochastic flows of viscous fluids
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Differential Equations"
DOI: 10.1016/j.jde.2017.12.031
Abstract: Abstract We study the well-posedness of a stochastic differential equation on the two dimensional torus T 2 , driven by an infinite dimensional Wiener process with drift in the Sobolev space L 2 ( 0… read more here.
Keywords: stochastic flows; flows viscous; principle stochastic; deviations principle ... See more keywords
A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2017.12.019
Abstract: Abstract Using stochastic flows, probabilistic solutions of Markovian, regime-switching, forward and backward Kolmogorov's equations are discussed. These equations may be related to some pricing equations in mathematical finance. Their solutions are derived by differentiating a… read more here.
Keywords: stochastic flows; regime switching; forward backward; using stochastic ... See more keywords
Material surfaces in stochastic flows: Integrals of motion and intermittency.
Sign Up to like & getrecommendations! Published in 2022 at "Physical review. E"
DOI: 10.1103/physreve.107.l023101
Abstract: We consider the line, surface, and volume elements of fluid in stationary isotropic incompressible stochastic flow in d-dimensional space and investigate the long-time evolution of their statistic properties. We report the discovery of a family… read more here.
Keywords: surfaces stochastic; motion; stochastic flows; material surfaces ... See more keywords