On the martingale problem associated to the 2D and 3D stochastic Navier-Stokes equations (Q993425)
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English | On the martingale problem associated to the 2D and 3D stochastic Navier-Stokes equations |
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On the martingale problem associated to the 2D and 3D stochastic Navier-Stokes equations (English)
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19 September 2010
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Summary: We consider a Markov semigroup \((P_t)_{t\geq 0}\) associated to \(2D\) and \(3D\) Navier-Stokes equations. In the two-dimensional case \(P_t\) is unique, whereas in the three-dimensional case (where uniqueness is not known) it is constructed as by \textit{G. Da Prato} and \textit{A. Debussche} [J. Math. Pures Appl. (9) 82, No. 8, 877--947 (2003; Zbl 1109.60047)] and \textit{G. Da Prato} and \textit{J. Zabczyk} [``Ergodicity for infinite dimensional systems'' (1996; Zbl 0849.60052)]. For \(d=2\), we explicit a core, identify the abstract generator of \((P_t)_{t\geq 0}\) with the differential Kolmogorov operator \(L\) on this core and prove existence and uniqueness for the corresponding martingale problem. In dimension 3, we are not able to prove a similar result and we explain the difficulties encountered. Nonetheless, we explicit a core for the generator of the transformed semigroup \((S_t)_{t\geq 0},\) obtained by adding a suitable potential and then using the Feynman--Kac formula. Then we identify the abstract generator \((S_t)_{t\geq 0}\) with a differential operator \(N\) on this core and prove uniqueness for the stopped martingale problem.
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stochastic Navier-Stokes
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Kolmogorov equations
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martingale problems
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weak uniqueness
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