4.5 Article

Stochastic Navier-Stokes equations with Caputo derivative driven by fractional noises

Journal

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
Volume 461, Issue 1, Pages 595-609

Publisher

ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.jmaa.2018.01.027

Keywords

Caputo derivative; Stochastic Navier-Stokes equations; Fractional Brownian motion; Mild solutions

Funding

  1. National Natural Science Foundation of China [11626085, 11771123]
  2. Postdoctoral Science Foundation of China [2016M600427, 2017T100385]
  3. Postdoctoral Science Foundation of Jiangsu Province, China [1601141B]
  4. Aid Project for the Leading Young Teachers in Henan Provincial Institutions of Higher Education of China [2015GGJS-024]

Ask authors/readers for more resources

In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck process. Then we discuss the existence, uniqueness, and Holder regularity of mild solutions to the given problem under certain sufficient conditions, which depend on the fractional order a and Hurst parameter H. The results obtained in this study improve some results in existing literature. (C) 2018 Elsevier Inc. All rights reserved.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.5
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available