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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.PR2025
A mild rough Gronwall Lemma with applications to non-autonomous evolution equations
Alexandra Blessing, Mazyar Ghani Varzaneh, Tim Seitz
We derive a Gronwall type inequality for mild solutions of non-autonomous parabolic rough partial differential equations (RPDEs). This inequality together with an analysis of the C…