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A coupled forward–backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier–Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the Reynolds number is small or the dimension of the...
Persistent link: https://www.econbiz.de/10011264618
In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear multiplicative noise provides a regularizing effect: the...
Persistent link: https://www.econbiz.de/10011065073