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Malliavin Calculus for Stochastic Point Vortex and Lagrangian Models

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Seminar on Stochastic Analysis, Random Fields and Applications VII

Part of the book series: Progress in Probability ((PRPR,volume 67))

Abstract

We explore the properties of solutions of two stochastic fluid models for viscous flow in two dimensions. We establish the absolute continuity of the law of the corresponding solution using Malliavin calculus.

Mathematics Subject Classification (2010). Primary 60G02; Secondary 60H15, 76F02.

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Author information

Authors and Affiliations

  1. Center for Decision, Risk, Controls and Signals Intelligence (DRCSI), Naval Postgraduate School, Monterey, CA, 93943, USA

    Sivaguru S. Sritharan

  2. Department of Mathematics, University of Wyoming, Laramie, WY, 82072, USA

    Meng Xu

Authors
  1. Sivaguru S. Sritharan
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  2. Meng Xu
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Corresponding author

Correspondence to Sivaguru S. Sritharan .

Editor information

Editors and Affiliations

  1. Institut de Mathématiques (IMA) Chaire de Statistiques Appliquées (STAP), Ecole Polytechnique Fédérale de Lausanne Fac. Sciences de Base (FSB), Lausanne, Switzerland

    Robert C. Dalang

  2. Institut Elie Cartan, Université de Lorraine, Vandoeuvre-les-Nancy CX, France

    Marco Dozzi

  3. Unité de Mathématiques appliquées, ENSTA ParisTech, Palaiseau, France

    Francesco Russo

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Sritharan, S.S., Xu, M. (2013). Malliavin Calculus for Stochastic Point Vortex and Lagrangian Models. In: Dalang, R., Dozzi, M., Russo, F. (eds) Seminar on Stochastic Analysis, Random Fields and Applications VII. Progress in Probability, vol 67. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0545-2_11

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