LOCAL AND GLOBAL EXISTENCE OF SMOOTH SOLUTIONS FOR THE STOCHASTIC EULER EQUATIONS WITH MULTIPLICATIVE NOISE

被引:108
作者
Glatt-Holtz, Nathan E. [1 ]
Vicol, Vlad C. [2 ]
机构
[1] Indiana Univ, Dept Math, Bloomington, IN 47405 USA
[2] Univ Chicago, Dept Math, Chicago, IL 60637 USA
关键词
Euler equations; stochastic partial differential equations on Lebesgue spaces; compactness methods; pathwise solutions; nonlinear multiplicative noise; NAVIER-STOKES EQUATIONS; PARTIAL-DIFFERENTIAL EQUATIONS; PATHWISE SOLUTIONS; MARTINGALE;
D O I
10.1214/12-AOP773
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a suitable nonlinear multiplicative noise. In the two-dimensional case we obtain the global existence of these solutions with additive or linear-multiplicative noise. Finally, we show that, in the three-dimensional case, the addition of linear multiplicative noise provides a regularizing effect; the global existence of solutions occurs with high probability if the initial data is sufficiently small, or if the noise coefficient is sufficiently large.
引用
收藏
页码:80 / 145
页数:66
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