Existence and uniqueness hold for the 2D vorticity equation with fractional transport noise via a fixed-point argument, and an estimator for the Hurst parameter is obtained from quadratic statistics of the flow.
On a formula for the product-moment coefficient of any order of a normal frequency distribution in any number of variables.Biometrika, 12:134–139
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Well-posedness and Hurst parameter estimation for fluid equations driven by fractional transport noise
Existence and uniqueness hold for the 2D vorticity equation with fractional transport noise via a fixed-point argument, and an estimator for the Hurst parameter is obtained from quadratic statistics of the flow.