LOCAL AND GLOBAL EXISTENCE OF SMOOTH SOLUTIONS FOR THE STOCHASTIC EULER EQUATIONS WITH MULTIPLICATIVE NOISE
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...
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Veröffentlicht in: | The Annals of probability 2014-01, Vol.42 (1), p.80-145 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | 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. |
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ISSN: | 0091-1798 2168-894X |
DOI: | 10.1214/12-AOP773 |