Malliavin Calculus for Stochastic Point Vortex and Lagrangian Models

DOI10.1007/978-3-0348-0545-2_11zbMath1288.60069OpenAlexW99138394MaRDI QIDQ5746525

Meng Xu, Sivaguru S. Sritharan

Publication date: 19 February 2014

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0545-2_11

zbMATH Keywords

stochastic Lagrangian modelabsolute continuity of lawstochastic point vortex model

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Vortex methods in two-dimensional fluid dynamics
• Existence of densities of solutions of stochastic differential equations by Malliavin calculus
• Mathematical theory of incompressible nonviscous fluids
• On a type of stochastic differential equations driven by countably many Brownian motions
• Stochastic flows for SDEs with non-Lipschitz coefficient.
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Renormalized solutions of some transport equations with partially \(W^{1,1}\) velocities and applications
• On classical solutions of the two-dimensional non-stationary Euler equation
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Lagrangian Navier–Stokes flows: a stochastic model
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