On signed measure valued solutions of stochastic evolution equations

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:124

Article

Remillard, Bruno¹  Vaillancourt, Jean² 

[1] HEC Montreal, Serv Enseignement Methodes Quantitat Gest, Montreal, PQ H3T 2A7, Canada

[2] UQO, Rectorat, Succursale Hull Gatineau, PQ J8X 3X7, Canada

关键词: Signed measure;    Stochastic evolution equation;    McKean-Vlasov;    Wiener sheet;   

DOI  :  10.1016/j.spa.2013.07.003

来源: Elsevier

【 摘 要 】

We study existence, uniqueness and mass conservation of signed measure valued solutions of a class of stochastic evolution equations with respect to the Wiener sheet, including as particular cases the stochastic versions of the regularized two-dimensional Navier-Stokes equations in vorticity form introduced by Kotelenez. (C) 2013 Elsevier B.V. All rights reserved.

【 授权许可】

Free