vix.ing · top · new · best · stats · spec

Anticipating stochastic equation of two-dimensional second grade fluids

2017/06/20 by Shijie Shang, Shang, Shijie
Engineering · Computer Science · Economics, Econometrics and Finance · #Stability and Controllability of Differential Equations #Advanced Mathematical Modeling in Engineering #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1706.06367

Abstract

In this paper, we consider a stochastic model of incompressible second grade fluids on a bounded domain of R2 driven by linear multiplicative Brownian noise with anticipating initial conditions. The existence and uniqueness of the solutions are established.

Related