Document Type

Article

Abstract

In this paper we study stopping time and impulse control problems for stochastic Navier-Stokes equation. Exploiting a local monotonicity property of the nonlinearity, we establish existence and uniqueness of strong solutions in two dimensions which gives a Markov-Feller process. The variational inequality associated with the stopping time problem and the quasi-variational inequality associated with the impulse control problem are resolved in a weak sense, using semigroup approach with a convergence uniform over path.

Disciplines

Numerical Analysis and Computation | Probability

Comments

© 2003. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/. The final published version may be accessed at https://dx.doi.org/10.1016/S0362-546X(01)00722-2

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