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.File in questo prodotto:
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