3 papers
math.PR2019
On a rough perturbation of the Navier-Stokes system and its vorticity formulation
Martina Hofmanova, James-Michael Leahy, Torstein Nilssen
We introduce a rough perturbation of the Navier-Stokes system and justify its physical relevance from balance of momentum and conservation of circulation in the inviscid limit. We…
math.PR2014
Quasi-linear Stochastic Partial Differential Equations with irregular Coefficients - Malliavin regularity of the Solutions
Torstein Nilssen
We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditio…
math.PR2014
A Note on the Malliavin Differentiability of One-Dimensional Reflected Stochastic Differential Equations with Discontinuous Drift
Torstein Nilssen, Tusheng Zhang
We consider a one-dimensional Stochastic Differential Equation with reflection where we allow the drift to be merely bounded and measurable. It is already known that such equations…