The fluctuation behaviour of the stochastic point vortex model with common noise

Fuente: arXiv
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Autori principali: Shao, Yufei, Zhao, Xianliang
Natura: Preprint
Pubblicazione: 2025
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author Shao, Yufei
Zhao, Xianliang
author_facet Shao, Yufei
Zhao, Xianliang
contents This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in distribution to the unique probabilistically strong solution of a linear stochastic evolution equation. In particular, we establish the strong convergence from the stochastic point vortex model with common noise to the conditional McKean Vlasov equation.
format Preprint
id arxiv_https___arxiv_org_abs_2501_06850
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The fluctuation behaviour of the stochastic point vortex model with common noise
Shao, Yufei
Zhao, Xianliang
Probability
Analysis of PDEs
This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in distribution to the unique probabilistically strong solution of a linear stochastic evolution equation. In particular, we establish the strong convergence from the stochastic point vortex model with common noise to the conditional McKean Vlasov equation.
title The fluctuation behaviour of the stochastic point vortex model with common noise
topic Probability
Analysis of PDEs
url https://arxiv.org/abs/2501.06850