Article ID Journal Published Year Pages File Type
4590804 Journal of Functional Analysis 2013 29 Pages PDF
Abstract

In this article, we consider a two-dimensional stochastic Navier–Stokes equation (SNSE) on a smooth bounded domain, driven by affine-linear multiplicative white noise and with random initial conditions and Dirichlet boundary conditions. The random initial condition is allowed to anticipate the forcing noise. Our main objective is to prove the existence and uniqueness of the solution to the SNSE under sufficient Malliavin regularity of the initial condition. To this end we employ anticipating calculus ideas.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory