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math.AP2017
On the Navier-Stokes equation perturbed by rough transport noise
Martina Hofmanová, James-Michael Leahy, Torstein Nilssen
We consider the Navier-Stokes system in two and three space dimensions perturbed by transport noise and subject to periodic boundary conditions. The noise arises from perturbing th…
math.PR2017
Girsanov Theorem for Multifractional Brownian Processes
Fabian Harang, Torstein Nilssen, Frank Proske
In this article we will present a new perspective on the variable order fractional calculus, which allows for differentiation and integration to a variable order, i.e. one differen…