Abstract
We extend the Itô-Wentzell formula for the evolution of a time-dependent stochastic field along a semimartingale to -form-valued stochastic processes. The result is the Kunita-Itô-Wentzell (KIW) formula for -forms. We also establish a correspondence between the KIW formula for -forms derived here and a certain class of stochastic fluid dynamics models which preserve the geometric structure of deterministic ideal fluid dynamics. This geometric structure includes Eulerian and Lagrangian variational principles, Lie--Poisson Hamiltonian formulations and natural analogues of the Kelvin circulation theorem, all derived in the stochastic setting.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.