Some examples of absolute continuity of measures in stochastic fluid dynamics

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dc.creatorFerrario, B.
dc.date2008-01-03
dc.date.accessioned2026-07-07T08:52:18Z
dc.date.available2026-07-07T08:52:18Z
dc.descriptionA non linear Ito equation in a Hilbert space is studied by means of Girsanov theorem. We consider a non linearity of polynomial growth in suitable norms, including that of quadratic type which appears in the Kuramoto-Sivashinsky equation and in the Navier-Stokes equation. We prove that Girsanov theorem holds for the 1-dimensional stochastic Kuramoto-Sivashinsky equation and for a modification of the 2- and 3-dimensional stochastic Navier-Stokes equation. In this way, we prove existence and uniqueness of solutions for these stochastic equations. Moreover, the asymptotic behaviour for large time is characterized.
dc.description16 pages
dc.identifierhttps://arxiv.org/abs/0801.0496
dc.identifierhttp://arxiv.org/abs/0801.0496
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145237
dc.subjectProbability
dc.subject60H15, 35Q35, 76M35
dc.titleSome examples of absolute continuity of measures in stochastic fluid dynamics
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