Time discretization of ornsteinuhlenbeck equations and stochastic navier-stokes equations with a generalized noise

DOI10.1080/17442509508834022zbMath0886.60057OpenAlexW2078809737MaRDI QIDQ4357817

Franco Flandoli, Vincenzo Maria Tortorelli

Publication date: 19 April 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508834022

zbMATH Keywords

time discretizationOrnstein-Uhlenbeck equationstochastic Navier-Stokes equationimplicit numerical scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Limit theorems in probability theory (60F99)

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Time-discretization of stochastic 2-D Navier-Stokes equations with a penalty-projection method ⋮ Asymptotic compactness and absorbing sets for 2D stochastic Navier-Stokes equations on some unbounded domains

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