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math.PR2026
Well-posedness and Hurst parameter estimation for fluid equations driven by fractional transport noise
Alexandra Blessing Neamtu, Dan Crisan, Oana Lang
We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter . The model capture…
math.PR2022★ 5 cited
A pathwise parameterisation for stochastic transport
Oana Lang, Wei Pan
In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Eul…