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arxiv: 0801.0496 · v1 · submitted 2008-01-03 · 🧮 math.PR

Some examples of absolute continuity of measures in stochastic fluid dynamics

classification 🧮 math.PR
keywords equationstochasticdimensionalgirsanovkuramoto-sivashinskynavier-stokesprovetheorem
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A non linear Ito equation in a Hilbert space is studied by means of Girsanov theorem. We consider a non linearity of polynomial growth in suitable norms, including that of quadratic type which appears in the Kuramoto-Sivashinsky equation and in the Navier-Stokes equation. We prove that Girsanov theorem holds for the 1-dimensional stochastic Kuramoto-Sivashinsky equation and for a modification of the 2- and 3-dimensional stochastic Navier-Stokes equation. In this way, we prove existence and uniqueness of solutions for these stochastic equations. Moreover, the asymptotic behaviour for large time is characterized.

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