The fluctuation behaviour of the stochastic point vortex model with common noise
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866929672355315712 |
|---|---|
| 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 |