The paper is concerned with regularity analysis of nonlinear Ito equations with additive noise, in the cases when mean-square calculus is not successful, whereas pathwise analysis is. We formalize a possible procedure basically based on time/space regularity for an auxiliary equation properly defined. As an application, regularity theory of a stochastic Navier-Stokes equation is presented.

Pathwise regularity of non-linear Ito equations. Application to a stochastic Navies-Stokes equation

FERRARIO, BENEDETTA
2001-01-01

Abstract

The paper is concerned with regularity analysis of nonlinear Ito equations with additive noise, in the cases when mean-square calculus is not successful, whereas pathwise analysis is. We formalize a possible procedure basically based on time/space regularity for an auxiliary equation properly defined. As an application, regularity theory of a stochastic Navier-Stokes equation is presented.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/8500
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