On the martingale problem associated to the 2D and 3D stochastic Navier-Stokes equations

被引:0
|
作者
Da Prato, Giuseppe [1 ]
Debussche, Arnaud [2 ]
机构
[1] Scuola Normale Super Pisa, I-56126 Pisa, Italy
[2] Ecole Normale Super, F-35170 Bruz, France
关键词
Stochastic Navier-Stokes; Kolmogorov equations; martingale problems; weak uniqueness;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider a Markov semigroup (P(t))(t >= 0) associated to the 2D and 3D Navier Stokes equations. In the two-dimensional case P t is unique, whereas in the three-dimensional case (where uniqueness is not known) it is constructed as in [4] and [7]. For d = 2, we specify a core, identify the abstract generator of (P(t))(t >= 0) with the differential Kolmogorov operator L on this core and prove existence and uniqueness for the corresponding martingale problem. In dimension 3, we are not able to prove a similar result and we explain the difficulties encountered. Nonetheless, we specify a core for the generator of the transformed semigroup. (S(t))(t >= 0); obtained by adding a suitable potential and then using the Feynman-Kac formula. Then we identify the abstract generator. (S(t))(t >= 0) with a differential operator N on this core and prove uniqueness for the stopped martingale problem.
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页码:247 / 264
页数:18
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