Stochastic Navier-stokes Equations
نویسنده
چکیده
1. Stochastic Integration on Hilbert spaces 2 1.1. Gaussian measures on Hilbert spaces 2 1.2. Wiener processes on Hilbert spaces 6 1.3. Martingales on Banach spaces 7 1.4. Stochastic integration 8 1.5. Appendix: Stochastic integration w.r.t. cylindrical Wiener processes 12 2. Stochastic Di erential Equations on Hilbert spaces 13 2.1. Mild, weak and strong solutions 13 2.2. Existence and uniqueness of mild solutions 16 2.3. Martingale solutions and basic existence theorem 17 2.4. Appendix: Additional background from stochastic analysis 21 3. Stochastic Navier-Stokes Equations 24 3.1. Basic existence result 24 3.2. Stationary martingale solutions and invariant measures 25 References 26
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