215 citations · 269 across the 4 of their papers we have counts for
4 papers
Stochastic Differential Equations: A Wiener Chaos Approach
S. V. Lototsky, B. L. Rozovskii
A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expan…
Wiener chaos solutions of linear stochastic evolution equations
S. V. Lototsky, B. L. Rozovskii
A new method is described for constructing a generalized solution of a stochastic evolution equation. Existence, uniqueness, regularity and a probabilistic representation of this W…
Global L_2-solutions of stochastic Navier-Stokes equations
R. Mikulevicius, B. L. Rozovskii
This paper concerns the Cauchy problem in R^d for the stochastic Navier-Stokes equation \partial_tu=Δu-(u,\nabla)u-\nabla p+f(u)+ [(σ,\nabla)u-\nabla \tilde p+g(u)]\circ \dot W, u(…
Time Evolution of a Passive Scalar in a Turbulent Incompressible Gaussian Velocity Field
S. V. Lototsky, B. L. Rozovskii
Passive scalar equation is considered in a turbulent homogeneous incompressible Gaussian velocity field. The turbulent nature of the field results in non-smooth coefficients in the…