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Miroslav Bulí ek, Eduard Feireisl
Milan Pokorný Editors
New Trends
and Results
in Mathematical
Description
of Fluid Flows
Nečas Center Series
Editor-in-Chief:
Josef Málek, Charles University, Czech Republic
Managing Editor:
Beata Kubiś, Czech Academy of Sciences, Czech Republic
Editorial Board:
Peter Bastian, Universität Heidelberg, Germany
Miroslav Bulíček, Charles University, Czech Republic
Andrea Cianchi, Università degli Studi di Firenze, Italy
Camillo De Lellis, Universität Zürich, Switzerland
Eduard Feireisl, Czech Academy of Sciences, Czech Republic
Volker Mehrmann, Technische Universität Berlin, Germany
Luboš Pick, Charles University, Czech Republic
Milan Pokorný, Charles University, Czech Republic
Vít Průša, Charles University, Czech Republic
KR Rajagopal,Texas A&M University, USA
Christophe Sotin, California Institute of Technology, USA
Zdeněk Strakoš, Charles University, Czech Republic
Endre Süli, University of Oxford, UK
Vladimír Šverák, University of Minnesota, USA
Jan Vybíral, Czech Technical University, Czech Republic
The Nečas Center Series aims to publish high-quality monographs, textbooks, lecture
notes, habilitation and Ph.D. theses in the field of mathematics and related areas in the
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More information about this series at http://www.springer.com/series/16005

Miroslav Bulíþek • Eduard Feireisl • Milan Pokorný
Editors
New Trends and Results

in Mathematical Description
of Fluid Flows
Editors
Miroslav Bulíček Eduard Feireisl
Faculty of Mathematics and Physics Institute of Mathematics
Charles University Czech Academy of Sciences
Prague, Czech Republic Prague, Czech Republic
Milan Pokorný
Faculty of Mathematics and Physics
Charles University
Prague, Czech Republic
ISSN 2523-3343 ISSN 2523-3351 (electronic)

Nečas Center Series
ISBN 978-3-319-94342-8 ISBN 978-3-319-94343-5 (eBook)
https://doi.org/10.1007/978-3-319-94343-5
Library of Congress Control Number: 2018953362
Mathematics Subject Classification (2010): 35D99, 35L02, 35Q30, 35Q31, 76B03, 76D03, 76M10, 76N10,
76T10
© Springer Nature Switzerland AG 2018

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Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix
Dominic Breit
An Introduction to Stochastic Navier–Stokes Equations
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
2 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.1 Stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Stochastic integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 Itô’s Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.4 Stochastic ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.5 Stochastic analysis in infinite dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.6 Tools for compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3 Incompressible fluids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.1 The approximated system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.2 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.3 The system on the new probability space . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
4 Compressible fluids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
4.1 A priori estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.2 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.3 Strong convergence of the density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
Acknowledgment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
Yann Brenier
Some Concepts of Generalized and Approximate Solutions in Ideal
Incompressible Fluid Mechanics Related to the Least Action Principle
1 The Least Action Principle for an ideal incompressible fluid . . . . . . . . . . . . . . 53

vi Contents
1.1 The configuration space of an incompressible fluid . . . . . . . . . . . . . . . . . . . 53

1.2 The Euler equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
1.3 Geometric interpretation of the Euler equations . . . . . . . . . . . . . . . . . . . . . . 54
1.4 The Least Action Problem (LAP) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
2 From the Least Action Problem to the polar
decomposition of maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
2.1 The semi-discrete Least Action Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
2.2 The mid-point problem and the polar decomposition of maps . . . . . . . . 58
3 Generalized solutions to the Least Action Problem . . . . . . . . . . . . . . . . . . . . . . . 61
3.1 The concept of generalized flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.2 The weak formulation of the LAP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.3 The semi-discrete version of the weak LAP . . . . . . . . . . . . . . . . . . . . . . . . . . 63
4 Results on the generalized Least Action Problem . . . . . . . . . . . . . . . . . . . . . . . . 63
4.1 Continuity of generalized solutions with respect to data . . . . . . . . . . . . . . 64
4.2 Example of generalized solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
4.3 Two phase flows in one space dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
5 A dissipative least action principle for approximations
of the Euler equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
5.1 Finite-dimensional examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
5.2 The main example and the Vlasov–Monge–Ampère system . . . . . . . . . . . 68
5.3 Conservative solutions à la Bouchut–Ambrosio . . . . . . . . . . . . . . . . . . . . . . . 69
5.4 Rewriting of the action for “good” curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
5.5 Gradient-flow solutions as special least-action solutions . . . . . . . . . . . . . . 70
5.6 Global dissipative solutions of the gradient-flow . . . . . . . . . . . . . . . . . . . . . . 70
5.7 A proposal for a modified action . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
6 Stochastic and quantum origin of the dissipative least action principle . . . 71
6.1 Localization of a Brownian point cloud . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
6.2 An alternative viewpoint: the pilot wave . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
6.3 Large deviations of the pilot system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
Didier Bresch and Pierre-Emmanuel Jabin

Quantitative Regularity Estimates for Compressible Transport Equations
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
1 Lagrangian approaches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
1.1 The Cauchy–Lipschitz theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
Contents vii
1.2 Lagrangian estimates for u ∈ L1 (0, T ; W 1,p (Πd )) . . . . . . . . . . . . . . . . . . . . 80

1.3 An Eulerian formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
2 Examples of Eulerian approaches: Renormalized solutions . . . . . . . . . . . . . . . . 90
2.1 Basic notions of renormalized solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
2.2 Proving the renormalization property: Commutator estimates . . . . . . . . 94
2.3 The log log scale for compressible transport equations . . . . . . . . . . . . . . . . 97
2.3.1 Technical preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
2.3.2 Propagating regularity with weights . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
2.3.3 The final estimate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
3 Example of application: A coupled Stokes system . . . . . . . . . . . . . . . . . . . . . . . . 104
3.1 The compressible Navier–Stokes system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
3.2 The result on the Stokes system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
3.3 Sketch of the proof of Theorem 3.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
3.3.1 Construction of approximate solutions. . . . . . . . . . . . . . . . . . . . . . . . . . 107
3.3.2 Energy estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
3.3.3 Stability of weak sequences: Compactness . . . . . . . . . . . . . . . . . . . . . . 108
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
Christian Rohde
Fully Resolved Compressible Two-Phase Flow:
Modelling, Analytical and Numerical Issues
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
1 The sharp interface approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
1.1 The Euler equations for one- and two-phase flow . . . . . . . . . . . . . . . . . . . . 118
1.1.1 Thermodynamical framework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
1.1.2 Isothermal flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
1.1.3 Sharp interface solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
1.2 The Riemann problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
1.2.1 The rotated Riemann problem and Lagrangian setting . . . . . . . . . 130
1.2.2 Elementary waves and phase boundaries . . . . . . . . . . . . . . . . . . . . . . . 132
1.2.3 The Riemann problem for one-phase flow . . . . . . . . . . . . . . . . . . . . . . 135
1.2.4 The Riemann problem for two-phase flow . . . . . . . . . . . . . . . . . . . . . . 137
1.3 A finite volume moving mesh method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
1.3.1 Finite volume schemes on moving meshes . . . . . . . . . . . . . . . . . . . . . . 144
1.3.2 Finite volume schemes on moving meshes
with interface tracking . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
1.3.3 Thermodynamical consistency in one spatial dimension . . . . . . . . 151
1.3.4 Numerical results for a single bubble . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
2 The diffuse interface approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
viii Contents
2.1 The Navier–Stokes equations for one-phase flow . . . . . . . . . . . . . . . . . . . . . . 156

2.1.1 Modelling and thermodynamical consistency . . . . . . . . . . . . . . . . . . . 156
2.1.2 A thermodynamically consistent finite-volume scheme . . . . . . . . . . 158
2.2 The classical Navier–Stokes–Korteweg equations
for two-phase flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
2.2.2 A numerical illustration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
2.3 Relaxed Navier–Stokes–Korteweg equations for two-phase flow . . . . . . . 164
2.3.2 A thermodynamically consistent finite-volume scheme . . . . . . . . . . 169
2.4 Well-balanced Navier–Stokes–Korteweg equations for
two-phase flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
Acknowledgement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
New Trends and Results in Mathematical Description of Fluid Flows
Nečas Center Series, ix–xi

c Springer Nature Switzerland AG 2018
Preface
This special volume consists of four surveys that are focussed on several aspects
in fluid dynamics. The basis for these surveys were series of lectures delivered by
Dominic Breit (Heriot-Watt University Edinburgh, United Kingdom), Yann Bre-
nier (Ecole Polytechnique, Palaiseau, France), Pierre-Emmanuel Jabin (University
of Maryland, USA) and Christian Rohde (Universität Stuttgart, Germany) at the
EMS School in Applied Mathematics Mathematical Aspects of Fluid Flows held
at Kácov, Czech Republic, May 28–June 2, 2017.
The four surveys cover the following subjects: stochastic partial differential
equations in fluid mechanics, different concepts of solutions in ideal fluid mechanics
connected with the least action principle, new views on the theory of the trans-
port and continuity equations in connection with the compressible Navier–Stokes
equations and related models, and modelling, mathematical and numerical analy-
sis of models as well as the numerical solution of equations describing multi-phase
fluid flows.
The main objective of the series of the Kácov Schools is to present new, mod-
ern methods, tools and results in the mathematical theory of compressible and
incompressible fluids, and more complex systems of partial differential equations.
Such a goal must be, however, motivated by studying physically relevant problems.
In particular, the rigorous analytical results should lead to good understanding of
the behaviour of the model, should predict its limitations and should indicate the
kind of numerical method that could be used in order to solve the problem in a
stable, accurate and efficient manner. Hand-in-hand with these mathematical prop-
erties, the analysis of the models should also lead to the relevant qualitative predic-
tions of the model that are compatible with the physical expectations/experiments.
Furthermore the model must obey basic physical principles, such as energy con-
servation or an entropy inequality. We believe that each of the four surveys fulfills
these requirements and presents the most recent results and points of view, and
addresses important problems in the mathematical theory of fluids.
One of the popular recent directions is to include suitable small perturba-
tions into the models, which may be of numerical or empirical nature, or may
originate in physical uncertainties (such as thermodynamic fluctuations occurring
in fluid flows). This issue is discussed in the first part of the volume authored by
Dominic Breit. He explains how the classical (deterministic) equations describing
fluid flow can be modified to include stochastic effects, leading to stochastic partial
x Preface
differential equations, where all of the quantities involved (such as the density, the
velocity and the temperature) are defined on a probability space, and he shows
how to include an appropriate Wiener process into the equations. In the introduction
the author presents a nice overview of the methods used in the theory of stochas-
tic PDEs. In the rest of the survey, the author discusses two notions of solution:
a deterministic equation with random coefficients (semi-deterministic approach)
and a fully stochastic problem (finite energy weak martingale solutions), and he
highlights the strong and the weak points of both approaches. The available theory
for both incompressible and compressible fluids is described in detail. Finally, the
main steps of the existence proofs are presented.
Yann Brenier discusses various concepts of generalized and approximate so-
lutions in the mathematical theory of ideal (inviscid) incompressible fluids. The
central concept is the relation between solutions of the fluid system in the Euler-
ian description given by the standard Euler system of partial differential equations
and a variational approach based on the least action principle. The least action
principle characterizes the admissible trajectories as those minimizing the action
functional. It is shown that smooth solutions of the Euler system when restricted
to a sufficiently short time interval comply with the least action principle, while
they represent critical points of the latter when the time lap is large. Furthermore,
various concepts of generalized solutions to the least action principle are intro-
duced and solvability of the latter in this new framework is discussed. Finally, the
approximation of the Euler equations, based on a modified least action principle
taking into account the energy dissipation, is considered. The intimate relationship
of this concept to stochastic and quantum phenomena is discussed in the final part
of the chapter.
The next part of the volume is the survey written by Didier Bresch and
Pierre-Emmanuel Jabin and is focussed on the regularity and qualitative theory
and estimates for the advection equation driven by a nonsmooth velocity field. The
authors present a nice overview of the available results, but also show the essential
tools and methods used in the most recent results. These are then used to obtain
new results for complex systems where the transport equation is coupled to other
PDE’s, e.g., to the compressible Navier–Stokes system. The aim is also to impose
relevant and available estimates for the velocity field or for the unknown, i.e., one
cannot impose a bound on the divergence of the velocity or upper or lower bounds
on the unknown itself. The whole theory is therefore built for situations when the
velocity belongs to a certain Bochner–Sobolev space, which is the natural candi-
date appearing in the theory of compressible fluids. The survey is split into three
main parts: the first one deals with the Lagrangian approach and the logarithmic
scale for advective equations; the second part concerns the Eulerian description
of the problem and takes into account the power of the technique of renormal-
ized solutions to deduce compactness results for the compressible Navier–Stokes
system; the last part provides a beautiful example of how the method introduced
by the authors can be applied to the Stokes system coupled with a nonmonotone
pressure law.
Preface xi
The last survey, authored by Christian Rohde, ranges from mathematical

modelling to sophisticated numerical methods for multi-phase compressible flows.
He considers the compressible free flow of homogeneous fluids that occur in liquid
and vapour phases and he aims to describe also phase-change phenomena. Two
methods in particular are discussed in the survey. First, models which display the
phase boundary as a sharp interface are discussed, and second, diffuse interphase
models are considered. For both classes of models the associated thermodynamic
framework is set up, the applicability of the model is discussed, and finally a
suitable numerical scheme is introduced. The most developed among these is the
isothermal sharp interphase model, which is understood as a free boundary value
problem with appropriate coupling conditions across the interface. These condi-
tions are of the form of an algebraic constitutive relation and the choices of kinetic
relations, leading to consistency, well-posedness and a thermodynamic theory, are
discussed. Ultimately, these results appear then to be only a weak basis for (multi-
dimensional) numerics but it turns out that an appropriate Riemann solver is a key
for the construction of moving-mesh finite volume methods for the thermodynam-
ically consistent tracking of interfaces with mass transfer. The sharp interphase
model is not able to describe topological changes of the interface. This issue is
then solved by using the Navier–Stokes–Korteweg model, where the free energy
functional is extended by higher-order terms. The stress tensor is then changed
accordingly in order to retain thermodynamical consistency. Finally, a numerical
discretization that is able to deal with higher-order and nonlocal terms in the
stress tensor is proposed, with a focus on the validity of the entropy inequality
also on the level of the numerical approximation.
In conclusion, we are grateful to all the lecturers, the authors and also the
participants for their effort and enthusiasm that led to top quality surveys in the
field of mathematical theory for fluid flows on the one hand, and also to the beautiful,
friendly and inspiring atmosphere during the school at Kácov. We would also like
to use this opportunity to invite all interested researchers to the next, already
sixteenth, school that will be held again at Kácov in 2019. Further details will
be available from the webpage http://essam-maff.cuni.cz, where all links to
lecture notes as well as to the history of the School can be found.
Miroslav Bulı́ček
Eduard Feireisl
Milan Pokorný
New Trends and Results in Mathematical Description of Fluid Flows
Nečas Center Series, 1–51

c Springer Nature Switzerland AG 2018
An Introduction to
Stochastic Navier–Stokes Equations
Dominic Breit
Abstract. The dynamics of liquids and gases can be modeled by the Navier–
Stokes system of partial differential equations describing the balance of mass
and momentum in the fluid flow. In recent years their has been an increas-
ing interest in random influences on the fluid motion modeled via stochastic
partial differential equations.
In this lecture notes we study the existence of weak martingale solutions
to the stochastic Navier-Stokes equations (both incompressible and compress-
ible). These solutions are weak in the analytical sense (derivatives exists only
in the sense of distributions) and weak in the stochastic sense (the underlying
probability space is not a priori given but part of the problem). In particular,
we give a detailed introduction to the stochastic compactness method based
on Skorokhod’s representation theorem.
Mathematics Subject Classification (2010). 60H15, 35R60, 76D05, 76N10,

35Q30.
Keywords. Stochastic Navier–Stokes equations, stochastic PDEs, martingale
solutions, weak solutions, compressible fluids.
1. Introduction
In continuum mechanics the motion of an isentropic fluid in a physical domain
O ⊂ Rd , d = 2, 3, is described by the conservation of mass and momentum re-
spectively. Stochastic components in the equations of motions are commonly used
to model small perturbations (numerical, empirical, and physical uncertainties) or
thermodynamic fluctuations present in fluid flows. Moreover, it is used for a better
understanding of turbulence. As a consequence stochastic partial differential equa-
tions (SPDEs) such as the stochastic Navier–Stokes equations are gaining more
and more interest in fluid mechanical research. All involved quantities are defined
on a filtered probability space (Ω, F , (Ft )t≥0 , P). The basic model for homogeneous
2 D. Breit
incompressible fluids reads as:

d(v) = div S dt − div(v ⊗ v) dt − ∇p dt + G(v)dWt in Q,
(1.1)
div v = 0 in Q,
P-a.s. subject to initial and boundary conditions. Here the unknown quantities are
the velocity field v : Ω× Q → Rd , Q := (0, T )× O, and the pressure p : Ω× Q → R.
The function S : Ω × Q → Rd×d sym is the stress deviator and > 0 is the constant
density of the fluid. The quantity W in (1.1)1 is a (possibly infinite-dimensional)
(Ft )-Wiener process and the coefficient G(v) grows linearly in v. The precise
assumptions are given in Section 3. For the stress deviator we assume Newton’s
rheological law

2
S = S(∇v) = ν ∇v + ∇ v − div v Id + λ div v Id ,
t
(1.2)
3
where ν > 0, λ ≥ 0 are constant viscosity coefficients. Under the incompressibility
assumption div v = 0 relation (4.3) reduces to

S = S(∇v) = ν ∇v + ∇t v (1.3)
and we have div S = νΔv. Let us finally remark that (1.1)1 has to be understood
as an abbreviation for a stochastic integral
´t equation, where we can give a rigorous
meaning to the stochastic integral 0 G(v)dW , details are given in Sections 2.2
and 2.5.
Equation (1.1) has a long history starting with the pioneering work of Ben-
soussan and Temam [3]. In [3] equation (1.1)1 is transformed by introducing the
new variable e−W u. This leads to a deterministic equation with random coef-
ficients. It can be solved pathwise for fixed ω ∈ Ω. A theorem on measurable
selection allows to construct a random variable, i.e., a measurable mapping from
(Ω, F ) to an appropriate function space. This semi-deterministic approach has two
drawbacks. First ofáll, the solution is not progressively measurable and hence the
t
stochastic integral 0 G(v)dW cannot be defined. Moreover, it is not possible to
control the energy and study the asymptotic behavior of (1.1).
A fully stochastic theory for equation (1.1) has been developed by Flandoli
and Ga̧tarek in [17]. After finding a suitable approximation one has to perform
the limit procedure in the convective term and in the stochastic integral. There is
a significant difference in comparison to the deterministic situation leading to the
concept of martingale solutions: In general it is not possible to get any compactness
in ω ∈ Ω as no topological structure on the sample space Ω is assumed. To overcome
this difficulty, it is classical to rather concentrate on compactness of the set of
laws of the approximations and apply the Skorokhod representation theorem (see
Lemma 2.6.2). It yields existence of a new probability space with a sequence of
random variables that have the same laws as the original ones and that in addition
converges almost surely. The result of [17] is the existence of a weak martingale
solution to (1.1). These solutions are weak in the analytical sense (derivatives
have to be understood in the sense of distributions) and weak in the stochastic
An Introduction to Stochastic Navier–Stokes Equations 3
sense (the underlying probability space is an integral part of the solution and not a
priori known). Strong solutions in the stochastic results can only be expected when
uniqueness holds (even in the case of stochastic ODEs, see Section 2.4 for further
details). Unfortunately, this seems to be out of reach for the three-dimensional
Navier–Stokes equations.
Today there exists an abundant amount of literature concerning the dynamics
of incompressible fluids driven by stochastic forcing. We refer to the lecture notes
by Flandoli [16], the monograph of Kuksin and Shyrikian [25], the recent survey by
Romito [32] as well as the references cited therein for a recent overview. Definitely
much less is known if compressibility of the fluid is taken into account. In the
compressible case, when the assumption of a constant density is not appropriate
anymore (this assumption is always an idealization), the balance of momentum
and mass read as

d(v) = div S dt − div(v ⊗ v) dt − ∇p() dt + G(, v)dWt in Q,
(1.4)
d + div(v) dt = 0 in Q,
where S(∇v) is given by (1.2). The unknowns are the velocity field v : Ω×Q → Rd
and the density : Ω × Q → R. The noise coefficient G(, v) grows linearly in
and v. Equation (1.4)1 must be supplemented with a constitutive law which
relates the pressure to the density. The common assumption is the γ-law p() = aγ
with a > 0 and γ > 1.
First existence results for (1.4) were based on a suitable transformation for-
mula that allows to reduce the problem to a random system of PDEs. Similar to the
results for incompressible fluids from [3] Feireisl, Maslowski & Novotný [14] pro-
pose a solution to (1.4) by means of a semi-deterministic approach. The first “truly”
stochastic existence result for the compressible Navier–Stokes system perturbed by
a general nonlinear multiplicative noise was obtained by Breit and Hofmanová [8].
The existence of the so-called finite energy weak martingale solutions in three space
dimensions with periodic boundary conditions was established. These solutions are
weak in both senses and the time evolution of the system can be controlled in terms
of the initial energy. The proof is based on a four layer approximation scheme to-
gether with a refined stochastic compactness method and a careful identification
of the limit procedure. In order to deal with weak topologies of Banach spaces –
typical for the compressible Navier–Stokes system – Jakubowski’s extension of the
classical Skorokhod representation theorem (see Lemma 2.6.3) comes into play.
Extension of the results from [8] to the zero Dirichlet boundary conditions then
appeared in [34].
The lecture notes are organized as follows. In the next section we present
basic material on stochastic analysis. In particular, we explain the construction of
the stochastic integral and present the stochastic compactness method for SDEs. In
Section 3 we consider stochastic Navier–Stokes equations and show the existence of
martingale solutions. Section 4 is concerned with stochastically forced compressible
fluid flows.
4 D. Breit
2. Preliminaries
2.1. Stochastic processes
We consider random variables on a probability space (Ω, F , P) with associated
filtration (Ft )t≥0 . A real-valued stochastic process is a set of random variables
X = (Xt )t≥0 on (Ω, F ) with values in (R, B(R)), where B denotes the Borelian
σ-algebra. A stochastic process can be interpreted as a function of t and ω, where
t can be interpreted as time. For fixed ω ∈ Ω the mapping t → Xt (ω) is called
path or trajectory of X. We follow the presentation from [24] where the interested
reader may also find details of the proofs.
Definition 2.1.1. A stochastic process X is called measurable, if the mapping
(t, ω) → Xt (ω) : ([0, ∞) × Ω, B([0, ∞)) ⊗ F ) → (R, B(R))
is measurable.
Definition 2.1.2. A stochastic process X is called adapted to the filtration (Ft )t≥0 ,
if the mapping
ω → Xt (ω) : (Ω, Ft ) → (R, B(R))
is measurable for all t ≥ 0.
Definition 2.1.3. A stochastic process X is called progressively measurable, if the
mapping
(s, ω) → Xs (ω) : ([0, t] × Ω, B([0, t]) ⊗ Ft ) → (R, B(R))
is measurable for all t ≥ 0.
Remark 2.1.1. Progressive measurability implies adaptedness.
Theorem 2.1.2. If a stochastic process X is adapted to the filtration (Ft )t≥0 and
a.e. path is left-continuous or right-continuous, then X is progressively measurable.
The most important process is the Wiener process.
Definition 2.1.4 (Wiener process). A Wiener process is a real-valued stochastic
process W = (Wt )t≥0 with the following properties.
i) The increments of W are independent, i.e., for arbitrary 0 ≤ t0 < t1 <
· · · < tn the random variables Wt1 − Wt0 , Wt2 − Wt1 , . . . , Wtn − Wtn−1 are
independent.
ii) For all t > s ≥ 0 we have Wt − Ws ∼ N (0, t − s).
iii) There holds W0 = 0 almost surely.
iv) The mapping t → Wt (ω) is continuous for a.e. ω ∈ Ω.
Definition 2.1.5. A filtration (Ft )t≥0 is called right-continuous, if

Ft = Ft+ε ∀t ≥ 0
ε>0
and left-continuous, if
Ft = Fs ∀t > 0.
s<t
Definition 2.1.6. A filtration (Ft )t≥0 satisfies the usual conditions, if it is right-
continuous and F0 contains all the P-nullsets of F .
Definition 2.1.7. Let X be a stochastic process and let T be an F -measurable
random variable with values in [0, ∞]. We define XT in {T < ∞} by
XT (ω) = XT (ω) (ω).
If X∞ (ω) = lim Xt (ω) exists for a.e. ω ∈ Ω we set XT (ω) = X∞ (ω) in {T = ∞}.
t→∞
Definition 2.1.8. Let X be a stochastic process on a probability space (Ω, F , P)

with filtration (Ft )t≥0 . A random variable T is called a stopping time if the set
{T ≤ t} belongs to Ft for all t ≥ 0.
The by T induced σ-algebra FT is given by
FT := {A ∈ F : A ∩ {T ≤ t} ∈ Ft ∀t ≥ 0}.
Definition 2.1.9. Let M = (Mt )t≥0 be an (Ft )t≥0 -adapted stochastic process with
E[|Mt |] < ∞ for all t ≥ 0. M is called a sub-martingale (super-martingale, re-
spectively) if we have for all 0 ≤ s ≤ t < ∞ that P-a.s. E [Mt |Fs ] ≥ Ms
(E [Mt |Fs ] ≤ Ms , respectively). M is called a martingale if it is a sub-martingale
and a super-martingale.1
Definition 2.1.10. Let A be an adapted stochastic process. A is called increasing,
if we have for P-a.e. ω ∈ Ω
i) A0 = 0;
ii) t → At (ω) is increasing and right-continuous;
iii) E [At ] < ∞ for all t ∈ [0, ∞).
An increasing process is called integrable if
E [A∞ ] < ∞, where A∞ (ω) = lim At (ω) for ω ∈ Ω.
t→∞
Theorem 2.1.3 (Doob–Meyer decomposition, [24] (Thm. 4.10, p. 24)). Let Y be a

nonnegative sub-martingale with a.s. continuous trajectories. There is a continuous
martingale M and a P-a.s. increasing continuous and adapted process A, such that
Yt = Mt + At .
The decomposition is unique.
Definition 2.1.11. Let X be a right-continuous martingale. We call X quadratically
integrable, if E Xt2 < ∞, for all t ≥ 0. If we have in addition that X0 = 0 P-a.s.,
we write X ∈ M2 or X ∈ M2c , if X is continuous.
Definition 2.1.12. For X ∈ M2 and 0 ≤ t < ∞ we define
XM2 ,t := E [Xt2 ].
1E denotes the expectation with respect to the probability measure P.

6 D. Breit
We set
∞
XM2 ,n ∧ 1
XM2 :=
n=1
2n
which induces a metric dM2 on M2 given by
dM2 (X, Y ) = X − Y M2 .
Definition 2.1.13 (Total variation). A function f : [0, t] → R is called of bounded
n
variation if there is M > 0 such that i=1 |f (ti ) − f (ti−1) | ≤ M for all finite
partitions Π = {t0 , t1 , . . . , tn } ⊂ [0, t] (n ∈ N) with 0 = t0 < t1 < · · · < tn = t.
The quantity
n
V (f ) := sup |f (ti ) − f (ti−1) | : 0 = t0 < t1 < · · · < tn = t, n ∈ N
i=1
is called total variation of f over [0, t].

It is easy to show that, for X ∈ M2 , the process X 2 = (Xt2 )t≥0 is a non-
negative submartingale. Hence we can apply Theorem 2.1.3 to Y = X 2 and the
following definition makes sense.
Definition 2.1.14 (Quadratic variation). For X ∈ M2 we define the quadratic vari-
ation of X, as the process X := A, where A is the increasing process from the
Doob–Meyer decomposition of X 2 .
Definition 2.1.15 (Covariation). For X,Y ∈ M2 we define the covariation X,Y
by
1
X, Y t := [X + Y t − X − Y t ] ,
4
for t ≥ 0. The process XY − X, Y is a martingale. In particular, we have
X, X = X.
Definition 2.1.16 (pth Variation). Let X be a stochastic process, p ≥ 1, t > 0 fixed
and Π = {t0 , t1 , . . . , tn }, with 0 = t0 < t1 < · · · < tn = t, n ∈ N, a partition of
[0, t]. The pth variation of X in Π is defined by
n
(p)
Vt (Π) = |Xtk − Xtk−1 |p .
k=0
Theorem 2.1.4 ([24] (Thm. 5.8, p. 32)).

Let X ∈ M2c , Π be a partition of [0, t] and Π := max1≤k≤n |tk − tk−1 | the size
(2)
of Π. Then we have limΠ→0 Vt (Π) = Xt in probability, i.e., for all ε > 0,
η > 0 there is δ > 0, such that we have that

(2)
P |Vt (Π) − Xt | > ε < η,
for Π < δ.
Very useful is also the Burkholder–Davis–Gundy inequality.
Lemma 2.1.5 ([24] (Thm. 3.28, p. 166)). Let X ∈ M2c and T > 0. Then we have
for all p > 0
p p/2 p
cp E sup |Xt | ≤ E X, XT ≤ Cp E sup |Xt | ,
t∈(0,T ) t∈(0,T )
where cp , Cp are positive constants.

2.2. Stochastic integration
The aim of this section is to define stochastic integrals of the form
ˆ T
IT (X) = Xt (ω) dMt (ω). (2.1)
0
Here M is a square integrable martingale, X a stochastic process and T > 0.
Throughout the section we assume that M0 = 0 P-a.s. Moreover, we suppose that
M is (Ft )t≥0 -adapted, where (Ft )t≥0 is a filtration which satisfies the usual condi-
tions (see Definition 2.1.6). A process M ∈ M2c could be of unbounded variation
in any finite subinterval of [0, T ]. Hence integrals of the form (2.1) cannot be de-
fined pointwise in ω ∈ Ω. However, M has finite quadratic variation given by the
continuous and increasing process M (see Theorem 2.1.4). Due to this fact,
the stochastic integral can be defined with respect to continuous integrable mar-
tingales M for an appropriate class of integrands X.
The definition of the stochastic integral goes back to Itô. He studied the case where
M is a Wiener process. His students Kunita and Watanabe considered the general
case M ∈ M2c . In the following we have a look at the class of integrands which are
allowed in (2.1). We define a measure μM on ([0, ∞) × Ω, B([0, ∞)) ⊗ F ) by
ˆ ∞
μM (A) = E IA (t, ω) dM t (ω) for A ∈ B([0, ∞)) ⊗ F . (2.2)
0
We call two (Ft )t≥0 -adapted stochastic processes X = (Xt )t≥0 and Y = (Yt )t≥0
equivalent with respect to M , if Xt (ω) = Yt (ω) μM -a.e. This leads to the following
equivalence relation: for an (Ft )t≥0 -adapted process X we define
ˆ
T
[X]2T := E Xt2 (ω) dM t (ω) , (2.3)
0
provided the right-hand side exists. So [X]T is the L2 -norm of X as a function of

(t, ω) with respect to the measure μM . We define the equivalence relation
X ∼ Y ⇔ [X − Y ]T = 0 ∀T > 0. (2.4)
Our definition of the stochastic integral will imply that I(X) and I(Y ) coincide
provided X and Y are equivalent.
Definition 2.2.1. We define L∗ as the space of equivalence classes of progressively
(Ft )t≥0 -measurable processes X with [X]T < ∞ for all T > 0.
∞
Remark 2.2.1. By setting [X − Y ] := n=0 2−n (1 ∧ [X − Y ]n ) we can define a
metric on L∗ .
8 D. Breit
Remark 2.2.2. In the following we do not distinguish between X and the equiva-
lence class X ∗ of X.
For 0 < T < ∞ we define L∗T as the space of processes X ∈ L∗ with Xt (ω) = 0
for all t ≥ T and a.e. ω ∈ Ω and set
ˆ ∞
∗
L∞ := X ∈ L : E Xt dM t < ∞ .
2
0
A process X ∈ L∗T
can be identified with a process only defined on Ω × [0, T ]. In
particular we have that L∗T is a closed subspace of the Hilbert space
HT := L2 (Ω × (0, T ), FT ⊗ B([0, T ]), μM ). (2.5)
Definition 2.2.2. A process X is called step process if there is a strictly increasing

sequence (tn )n∈N ⊂ R with t0 = 0 and lim tn = ∞, a sequence of random
n→∞
variables (ξn )n∈N0 and C < ∞ with supn∈N0 |ξn (ω)| ≤ C such that the following
holds: we have that ξn is Ftn -measurable for every n ∈ N0 and we have the
representation
∞
Xt (ω) = ξ0 (ω)I{0} (t) + ξi (ω)I(ti ,ti +1] (t), (2.6)
i=0
for all 0 ≤ t < ∞. The space of step processes is denoted by L0 .
Remark 2.2.3. (i) Step processes are progressively measurable and bounded.
(ii) There holds L0 ⊆ L∗ .
Definition 2.2.3. Let X ∈ L0 and M ∈ M2c . The stochastic integral of X with

respect to M is the martingale transformation
n−1 ∞
It (X) := ξi (Mti+1 − Mti ) + ξn (Mt − Mtn ) = ξi (Mt∧ti+1 − Mt∧ti ), (2.7)
i=0 i=0
for 0 ≤ t < ∞. Here n = n(t) ∈ N is the unique natural number such that
tn ≤ t < tn+1 .
In order to define the stochastic integral for X ∈ L∗ we have to approximate

the elements of L∗ in an appropriate way by step processes, i.e., by processes from
L0 . This can be done thanks to the following theorem.
Theorem 2.2.4 ([24] (Prop. 2.8, p. 137)). The space of step processes L0 is dense
in L∗ with respect to the metric defined in Remark 2.2.1.
Definition 2.2.4. Let X ∈ L∗ and M ∈ M2c . The stochastic integral of X with

respect to M is the unique quadratically integrable martingale
I(X) = {It (X), (Ft )t≥0 , 0 ≤ t < ∞},
which satisfies lim I(X (n) ) − I(X)M2 = 0, for every sequence (X (n) )n∈N ⊆ L0
n→∞
with lim [X (n) − X] = 0. We write
n→∞
ˆ t
It (X) = Xs dMs ; 0 ≤ t < ∞.
0
The stochastic integral, as defined in Definition 2.2.4, has the following ele-
mentary properties.
Theorem 2.2.5 ([24] (pp. 137–141)). Let X, Y ∈ L∗ and 0 ≤ s < t < ∞. For the
stochastic integrals I(X), I(Y ) we have
a) I0 (X) = 0 P-a.s.
b) E [It (X)|Fs ] = Is (X)
´ P-a.s. (martingale
property)
t
c) E (It (X)) = E 0 Xu dM u (Itô-isometry)
2 2
d) I(X)M2 = [X] ´
t
e) E (It (X) − Is (X))2 |Fs = E s
Xu2 dM u |Fs P-a.s.
f) I(αX + βY ) = αI(X) + βI(Y ), for α, β ∈ R.
2.3. Itô’s Lemma

One of the most important tools in stochastic analysis is Itô’s Lemma. It is a
chain-rule for paths of stochastic processes. In contrast to the deterministic case it
can only be interpreted as an integral equation because the stochastic processes we
are interested in (for instance the Wiener process) are in general not differentiable.
Definition 2.3.1 (Continuous local martingale). Let X be a continuous process

adapted to (Ft )t≥0 . Assume that there is a sequence of stopping times (Tn )n∈N of
(n)
the filtration (Ft )t≥0 , such that (Xt := Xt∧Tn )t≥0 is an (Ft )t≥0 -martingale for
all n ∈ N and P(limn→∞ Tn = ∞) = 1. In this case we call X a continuous local
martingale. If, in addition, X0 = 0 P-a.s., we write X ∈ M2c,loc .
Definition 2.3.2 (Continuous semi-martingale). A continuous semi-martingale X

is a (Ft )t≥0 -adapted process such that the following (unique) decomposition holds:
X t = X 0 + M t + Bt , 0 ≤ t < ∞. (2.8)
In the above X0 is an F0 -measurable random variable, we have M = (Mt )t≥0 ∈
M2c,loc and B = (Bt )t≥0 is a continuous (Ft )t≥0 -adapted process such that a.s.
B(0) = 0 and its paths are of bounded variation, i.e., we have P-a.s.
m
lim |Btk − Btk−1 | < ∞,
|Π(t)|→0
k=1
for all t < ∞, where Π(t) = {0 = t0 < t1 < · · · < tm = t} is a partition of [0, t].
10 D. Breit
Theorem 2.3.1 (Itô’s Lemma, [24] (Thm. 3.3, p. 149)). Let f : R → R be a C 2 -

function and (Xt )t≥0 be a continuous (Ft )t≥0 semi-martingale with the decompo-
sition (2.8). The following holds P-a.s. for 0 ≤ t < ∞
ˆ t ˆ
1 t
f (Xt ) = f (X0 ) + f (Xs ) dXs + f (Xs ) dXs
0 2 0
ˆ t ˆ t ˆ
1 t
= f (X0 ) + f (Xs ) dMs + f (Xs ) dBs + f (Xs ) dM s . (2.9)
0 0 2 0
´t
Remark 2.3.2. The stochastic integral 0 f (Xs ) dMs in (2.9) is a continuous local
martingale. The other two integrals in (2.9) are Lebesgue–Stieltjes integrals. They
are of bounded variation as a function of t. Due to this (f (Xt ))t≥0 is a continuous
(Ft )t≥0 semi-martingale.
Remark 2.3.3. Equation (2.9) is often written in differential form
1
df (Xt ) = f (Xt ) dXt + f (Xt ) dXt
2
1
= f (Xt ) dMt + f (Xt ) dBt + f (Xt ) dM t .
2
Note that this does not have a rigorous meaning. It only serves as an abbreviation
for (2.9).
2.4. Stochastic ODEs
In this section we are concerned with stochastic differential equations. We seek
a real-valued process (Xt )t∈[0,T ] on a probability space (Ω, F , P) with filtration
(Ft )t≥0 such that

dXt = μ(t, X) dt + Σ(t, X) dWt ,
(2.10)
X(0) = X0 ,
which holds true P-a.s. and for all t ∈ [0, T ]. Here W is a Wiener process with
respect to (Ft )t≥0 . The functions μ, Σ : [0, T ] × R → R are assumed to be continu-
ous. As in Remark 2.3.3, equation (2.10)1 is only an abbreviation for the integral
equation
ˆ t ˆ t
X(t) = X(0) + μ(s, X(s)) ds + Σ(s, X(s)) dWs . (2.11)
0 0
There are two different concepts of solutions to (2.11).

i) We talk about a strong solution (in the probabilistic sense) if the solution
exists on a given filtered probability space (Ω, F , (Ft )t≥0 , P) with a given
Wiener process W . A strong solution exists for a given initial datum X0 (an
F0 -measurable random variable) and we have X(0) = X0 a.s.
ii) We talk about a weak solution (in the probabilistic sense) or martingale
solution if there is a filtered probability space (Ω, F , (Ft )t≥0 , P) and a Wiener
process such that (2.11) holds true. The solution is usually written as
((Ω, F , (Ft )t≥0 , P), W, X).
This means that when seeking a weak solution, constructing the probability
space (and the Wiener process on it) is part of the problem. A solution
typically exists for a given initial law Λ0 (a Radon measure on R) and we
have P ◦ X −1 (0) = Λ0 . Even if an initial datum X0 is given it might live on
a different probability space. Hence X(0) and X0 can only coincide in law.
In the following we will have a look at existence results for (2.10).
Theorem 2.4.1. Let (Ω, F , P) be a probability space with filtration (Ft )t≥0 and
X0 ∈ L2 (Ω, F0 , P). Assume that μ and Σ are continuous on [0, T ] × R and globally
Lipschitz continuous with respect to the second variable. Then there is a unique
(Ft )t≥0 -adapted process X such that (2.11) holds P-a.s. for every 0 ≤ t ≤ T and
we have X(0) = X0 a.s. The trajectories of X are a.s. continuous and we have

E sup |Xt |2 < ∞.
t∈(0,T )
The proof of Theorem 2.4.1 is classical and consists in finding a fixed point
of the mapping
T : L2 (Ω, C 0 ([0, T ])) → L2 (Ω, C 0 ([0, T ])),

ˆ · ˆ ·
X → X0 + μ(s, Xs ) ds + Σ(s, Xs ) dWs ,
0 0
similar to the proof by Picard–Lindelöff for deterministic ODEs, see, e.g., [1] and
[18, 19] for details. In the following we will derive a priori estimates for solutions
to (2.11).
Corollary 2.4.2. Let the assumptions of Theorem 2.4.1 be satisfied. Assume further
that there is K ≥ 0 such that
|μ(t, X)| + |Σ(t, X)| ≤ K(1 + |X|) ∀(t, X) ∈ [0, T ] × R. (2.12)
Then we have

E sup |Xt | ≤ C E |X0 |2 + 1 ,
2
t∈(0,T )
where C only depends on T and K.
Remark 2.4.3. The linear growth assumed in Corollary 2.4.2 certainly follows from
the Lipschitz continuity supposed in Theorem 2.4.1. However, the estimate in
Corollary 2.4.2 only depends on the constant K in (2.12) but is independent of
the Lipschitz constant.
12 D. Breit
Proof. We apply Itô’s formula (Theorem 2.3.1) to the function f (X) = |X|2 and
obtain
ˆ t ˆ t
|Xt |2 = |X0 |2 + 2 Xs dXs + dXs
0 0
ˆ t ˆ t ˆ t
= |X0 |2 + 2 Xs μ(s, Xs ) ds + 2 Xs Σ(s, Xs ) dW + Σ2 (s, Xs ) ds
0 0 0
ˆ t ˆ t
≤ |X0 | + C
2
|Xs | ds + 1 + 2
2
Xs Σ(s, Xs ) dW.
0 0
By the Burgholder–Davis–Gundy inequality (Lemma 2.1.5 with p = 1) we have

ˆ t ˆ T 1/2

E sup Xs Σ(s, Xs ) dW ≤ C E |Xt |2 |Σ(t, Xt )|2 dt
t∈(0,T ) 0 0
ˆ T 1/2 ˆ T 1/2
≤CE |Xt |4 dt + 1 ≤ C E sup |Xt |2 |Xt |2 dt + 1 .
0 t∈(0,T ) 0
Finally, by Young’s inequality we gain for every δ > 0

ˆ t ˆ T

E sup Xs Σ(s, Xs ) dW ≤ δ E sup |Xt | + C(δ)E
2
|Xt | dt + 1 .
2
t∈(0,T ) 0 t∈(0,T ) 0
Choosing δ small enough and applying Gronwall’s lemma yields the claim.
If the assumptions on the coefficients in Theorem 2.4.1 are weakened from

Lipschitz continuity to just continuity, strong solutions might not exist, see [2]. In
this case we can only hope for a weak solution. We refer to [21] for a nice proof
and further references.
Theorem 2.4.4. Let Λ0 be a Borel probability measure on R. Assume that μ and Σ
are continuous in [0, T ] × R and have linear growth, i.e., there is K ≥ 0 such that
|μ(t, X)| + |Σ(t, X)| ≤ K(1 + |X|) ∀(t, X) ∈ [0, T ] × R.
There is a quantity ((Ω, F , (Ft )t≥0 , P), W, X) (called martingale solution to (2.10))
with the following properties.
i) (Ω, F , (Ft )t≥0 , P) is a stochastic basis with a complete right-continuous filtra-
tion.
ii) W is an (Ft )t≥0 -Wiener process on (Ω, F , P).
iii) X is an (Ft )t≥0 -adapted stochastic process with a.s. continuous trajectories
such that

E sup |Xt |2 < ∞.
t∈(0,T )
iv) Equation (2.11) holds P-a.s. for every 0 ≤ t ≤ T .

v) We have P ◦ X(0)−1 = Λ0 (that is P(X(0) ∈ B) = Λ0 (B) for all B ∈ B(R)).
Instead of giving a full proof of Theorem 2.4.4 let us show how to gain com-
pactness of approximate solutions. Let (Xtm ) be a sequence of solutions to
dXtm = μ(t, Xtm ) dt + Σ(t, Xtm ) dWt , X m (0) = X0 ,
here X0 is an F0 -measurable random variable with law Λ0 . Assume further there
is C > 0 such that we have

E sup |Xtm |p ≤ C (2.13)
t∈(0,T )
uniformly in m for some p > 2. For a rigorous proof we have to approximate μ

and Σ by Lipschitz continuous functions μm and Σm such that uniformly
|μm (t, X)| + |Σm (t, X)| ≤ K(1 + |X|) ∀(t, X) ∈ [0, T ] × R.
In order to get compactness estimate (2.13) is not sufficient. We have to show
time regularity. We decompose X m into a deterministic and a stochastic part
Xtm = Ytm + Ztm . Concerning the stochastic integral, we apply the Burgholder–
Davis–Gundy inequality (Lemma 2.1.5) for θ > 2 and get due to (2.13)
ˆ t θ

E |Z (t) − Z (s)| = E
m m θ Σ(r, Xr ) dW
m
s
ˆ t θ2 ˆ t θ2
≤CE |Σ(r, Xr )| dr
m 2
≤CE (1 + |Xr | ) dr
m 2
s s

≤ C|t − s|θ/2 1 + E sup |Xtm |2 ≤ C|t − s|θ/2
0≤t≤T
and the Kolmogorov continuity criterion applies (see Theorem 2.5.5). We obtain

EZ m C α ([0,T ]) ≤ C
for any α ∈ (0, 12 ). Y m can be estimated similarly and we obtain

EX m C α ([0,T ]) ≤ C. (2.14)
Now, we consider the joint law ν m
of (X , W ) on X , where
m
X = C ([0, T ]; R) × C 0 ([0, T ]; R).

0
We have to show tightness of the probability law ν m . The law of (X m ) is tight by

C α →c C 0 and

P X m C α ≤ R ≥ 1 − C R,
which is a consequence of (2.14). The law of W is tight as being a Radon measure
on the Polish space C 0 ([0, T ]; R). Hence, ν m is tight. By Prokhorov’s theorem
(Lemma 2.6.1) there is a subsequence such that the probability laws convergence
weakly in sense of measures. Now we apply Skorokhod’s theorem (Lemma 2.6.2).
It yields the existence of a subsequence ν m (not relabeled), a probability space
(Ω̃, F̃ , P̃) with X -valued Borel measurable random variables (X̃ m , W̃ m ), m ∈ N,
and (X̃, W̃ ) such that
14 D. Breit
• the law of (X̃ m , W̃ m ) is given by ν m , m ∈ N,

• the law of (X̃, W̃ ), denoted by ν, is a Radon measure,
• (X̃ m , W̃ m ) converges P̃-a.s. to (X̃, W̃ ) in the topology of X , i.e., we have
P̃-a.s.
X̃ m → X̃ in C 0 ([0, T ]; R), (2.15)
W̃ m
→ W̃ in C ([0, T ]; R).
0
(2.16)
Now we introduce the filtration on the new probability space which ensures the
correct measurabilities of the new variables. We denote by rt the operator of re-
striction to the interval [0, t] acting on C 0 ([0, T ]; R), that is
rt : X → X|[0,t] , f → f |[0,t] . (2.17)
Clearly, rt is a continuous mapping. Let (F̃t)t≥0 and

m(F̃tm )t≥0
be the P̃-augmented
canonical filtration of the processes X̃, W̃ and X̃ , W̃ m , respectively, that is

F̃t = σ σ rt X̃, rt W̃ ∪ N ∈ F̃ ; P̃(N ) = 0 , t ∈ [0, T ].

F̃tm = σ σ rt X̃ m , rt W̃ m ∪ N ∈ F̃ ; P̃(N ) = 0 , t ∈ [0, T ].
This definition guarantees that the processes are adapted and we can define sto-
chastic integrals. We have to show that P̃-a.s.
ˆ t ˆ t
X̃tm = X̃ m (0) + μ(s, X̃sm ) ds + Σ(s, X̃sm ) dW̃ m , (2.18)
0 0
i.e., the equation continues

´ · to hold on the new probability space.
The mapping X → 0 μ(t, Xt ) dt is continuous on the pathspace. However, the
´t
mapping (X, W ) → s Σ(r, Xr ) dW is not. So, we cannot identify it immediately.
We will make use of the fact that a martingale is uniquely determined by its
quadratic variations. This can be done with the help of an elementary method by
Brzezniak and Ondreját [9]. It replaces the use of the martingale representation
theorem. We consider the functionals
ˆ t
M(Y )t = Yt − Y (0) − μ(r, Yr )dr,
0
ˆ t ˆ t
N(Y )t = |Σ(r, Yr )|2 dr, L(Y )t = Σ(r, Yr )dr.
0 0
Obviously M, N and L are continuous on the pathspace. Consequently, by equality

of laws, we have
M(X m ) ∼d M(X̃ m ), N(X m ) ∼d N(X̃ m ), L(X m ) ∼d L(X̃ m ).
Let M(X m )s,t denote the increment M(X m )t − M(X m )s and similarly for
N(X )s,t and L(X m )s,t . Note that the proof will be complete once we show that
m
the process M(X̃ m ) is an (F̃tm )t≥0 -martingale and its quadratic and cross varia-
tions satisfy, respectively,
M(X̃ m ) = N(X̃ m ), M(X̃ m ), W̃ = L(X̃ m ). (2.19)
Indeed, in that case we have
ˆ ·
M(X̃ ) −
m
Σ(s, X̃sm ) dW̃ =0 (2.20)
0
which implies the desired equation (2.18) on the new probability space. Let us
verify (2.19). To this end, we fix times s, t ∈ [0, T ] such that s < t and let

h : X [0,s] → [0, 1]
be a continuous function. Since M(X m ) is a square integrable (Ft )t≥0 -martingale,
we infer that
2
M(X m ) − N(X m ), M(X m )W − L(X m ),
are (Ft )t≥0 -martingales (recall Definition 2.1.14). Then it follows from the equality
of laws that

Ẽ h rs X̃ m , rs W̃ m M(X̃ m )s,t = E h rs X m , rs W M(X m )s,t = 0, (2.21)

Ẽ h rs X̃ m , rs W̃ m [M(X̃ m )2 ]s,t − N(X̃ m )s,t
(2.22)

= E h rs X m , rs W m [M(X m )2 ]s,t − N(X m )s,t = 0,

Ẽ h rs X̃ , rs W̃
m m
[M(X̃ )W̃ ]s,t − L(X̃ )s,t
m m m
(2.23)

= E h rs X , rs W [M(X )W ]s,t − L(X )s,t = 0.
m m m
So we have shown (2.19) and hence (2.20). This means on the new probability
space (Ω̃, F̃ , P̃) we have (2.18). Finally, on account of (2.15) and (2.16), we can
pass to the limit in (2.21)–(2.23). This yields
ˆ t ˆ t
X̃t = X̃(0) + μ(s, X̃s ) ds + Σ(s, X̃s ) dW̃ , (2.24)
0 0
i.e., X̃ is the solution we are looking for.

The stochastic ODEs considered in Theorem 2.4.1 have two drawbacks. First,
we need vector-valued processes and, secondly, we have to weaken the assumptions
on the drift μ (linear growth in X is too strong). Everything in this section can
be obviously extended to the multi-dimensional setting. Here, a standard Wiener
process in RM is a vector-valued stochastic process and each of its components is
a real-valued Wiener process (recall Definition 2.1.4). Moreover, the components
are stochastically independent. Getting rid of the linear growth assumption for μ
16 D. Breit
is more difficult. Now we seek an RN -valued process (Xt )t∈[0,T ] on a probability

space (Ω, F , P) with filtration (Ft )t≥0 such that

dXt = μ(t, X) dt + Σ(t, X) dWt ,
(2.25)
X(0) = X0 .
Here W is a standard RM -valued Wiener process with respect to (Ft )t≥0 and
X0 ∈ L2 (Ω, F0 , P) is some initial datum. The functions
μ : [0, T ] × RN → RN ,
Σ : [0, T ] × RN → RN ×M ,
are continuous in X ∈ RN for each fixed t ∈ [0, T ], ω ∈ Ω. The application
in Section 3 requires weaker assumptions as in the classical existence theorems
mentioned above. Fortunately, some more recent results apply. In the following we
state the assumptions which are in fact a special case of the assumptions in [31,
Thm. 3.1.1].
(A1) We assume that the following integrability condition on μ holds for all R < ∞
ˆ T
sup |μ(t, X)|2 dt < ∞.
0 |X|≤R
(A2) μ is weakly coercive, i.e., for all (t, X) ∈ [0, T ] × RN we have that
μ(t, X) · X ≤ c
for some c ≥ 0.
(A3) μ is locally weakly monotone, i.e., for all t ∈ [0, T ] and all X, Y ∈ RN with
|X|, |Y| ≤ R the following holds

μ(t, X) − μ(t, Y) : (X − Y) ≤ c(R)|X − Y|2 .
(A4) Σ is Lipschitz continuous, i.e., for all t ∈ [0, T ] and all X, Y ∈ RN the
following holds
|Σ(t, X) − Σ(t, Y)| ≤ c |X − Y|.
Theorem 2.4.5. Let μ and Σ satisfy (A1)–(A4). Assume we have a given probability
space (Ω, F , P) with filtration (Ft )t≥0 , an initial datum X0 ∈ L2 (Ω, F0 , P) and an
(Ft )t≥0 -Wiener process W. Then there is a unique (Ft )t≥0 -adapted process X
satisfying
ˆ t ˆ t
X(t) = X0 + μ(σ, X(σ)) dσ + Σ(σ, X(σ)) dWσ , P-a.s.,
0 0
for every t ∈ [0, T ]. The trajectories of X are P-a.s. continuous and we have

E sup |Xt |2 < ∞.
t∈(0,T )
Theorem 2.4.6. Let the assumptions of Theorem 2.4.5 hold. Assume that X0 ∈
Lβ (Ω, F0 , P) for some β > 2. Then we have

E sup |Xt |β < ∞.
t∈(0,T )
2.5. Stochastic analysis in infinite dimensions

In the following we extend the setup from the previous sections to the case of
Banach or Hilbert space-valued stochastic processes (see [10]).
Let (V , · V ) be a Banach space and 1 ≤ p < ∞. We denote by Lp (Ω, F , P; V )
the Banach space of all measurable mappings v : (Ω, F ) → (V , B(V )) such that
E vpV < ∞,
where the expectation is taken with respect to (Ω, F , P). The measurability has
to be understood via the approximation by step functions as usual for Bochner
spaces. The definitions of adaptedness and progressive measurability extend in a
straightforward manner to Banach space-valued processes. The same is true for
the definitions of martingale and semi-martingale. The definition of the stochastic
integral can be extended to Hilbert spaces, where the process X as well as the
stochastic integral take values in some separable Hilbert spaces (H , · H ). Let U
be a separable Hilbert space with orthonormal basis (ek )k∈N and let L2 (U, L2 (O))
be the set of Hilbert–Schmidt operators from U to L2 (O) with O ⊂ Rd and d ∈ N.
Recall that a bounded linear operator G : U → L2 (O) is called Hilbert–Schmidt
operator iff
Gek 2L2 (O) < ∞.
k∈N
We consider a cylindrical Wiener process W = (Wt )t∈[0,T ] which has the form
W (σ) = ek βk (σ) (2.26)
k∈N
with a sequence (βk )k∈N of independent real-valued Brownian motions on (Ω, F , P).
Define further the auxiliary space U0 ⊃ U as

α2k
U0 := e = αk ek : < ∞ ,
k2
k k
∞ (2.27)
α2k
eU0 :=
2
, e= αk ek ,
k2
k=1 k
thus the embedding U → U0 is Hilbert–Schmidt and trajectories of W belong
P-a.s. to the class C([0, T ]; U0 ) (see [10]).
For G ∈ L2 (Ω, F , P; L2 (0, T ; L2(U, L2 (O)))) progressively (Ft )t≥0 -measurable
we see that the equality
ˆ t ∞ ˆ t
G(σ) dWσ = G(σ)(ek ) dβk (σ) (2.28)
0 k=1 0
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Gastric Vertigo.—Trousseau certainly misled the profession as to the
frequency of this form, but he did little more than represent popular
medical views, and we may now feel sure that a good many so-
called gastric vertigoes are due to lithæmia or to troubles of ear or
eye. There are, I think, three ways in which the gastro-duodenal
organs are related to the production of vertigo. Acute gastric vertigo
arises in some persons inevitably whenever they eat certain articles,
and the limitations are odd enough. Thus, I know a gentleman who
cannot eat a mouthful of ice-cream without terrible vertigo, but
otherwise his digestion is perfect. I know another in whom oysters
are productive of vertigo within ten minutes; and a curious list might
be added, including, to my knowledge, milk, eggs, oysters, crabs,
etc. In these cases digestion is arrested and intense vertigo ensues,
and by and by there is emesis and gradual relief.
In other cases, owing to over-feeding or any of the numerous causes

of acute dyspepsia, an individual has a sudden attack of acid
stomach, and as this gets to its worst he has alarming vertigo. In
these cases the room whirls around or the pavement rocks; the
balancing power is disturbed or lost; the sense of movement in the
brain itself is sometimes felt; there are slight buzzing or humming
sounds in one or both ears; there may be double vision, which
comes and goes, while the power to think is lessened and the terror
created is quite unendurable. At last come the sweat of nausea,
emesis, and relief, with a gradual fading away of all the symptoms.
As a rule, such an attack need cause no uneasiness as to a fatal

result, but, unless the case be handled with skill, it is apt to repeat
itself with or without repetitions of the originating cause, until what I
have called the status vertiginosus is created, and we have more or
less steadily present a slight sense of defective balance, of
confusion of mind, of blurred vision, and, more rarely, of slight noises
in the ears. After two or three grave attacks, attacks are added for
which the patient sees no cause. He lives in a state of constant
terror, and the status vertiginosus attains its highest development,
and may last for unlimited periods, while the brain becomes
endowed with new morbid susceptibilities. To read, to write, to face
sudden sunlight, to see moving bodies or passing crowds, cause
vertigo. Loud sounds disturb the balance; even music will affect it.
Emotions or any decided mental efforts are equally competent to
bring on attacks, while fatigue or sudden changes of posture have to
be alike avoided.
I have sketched an extreme case, but whatever causes grave vertigo

is able to bring on the set of symptoms here described, which are,
after all, more apt to be due to aural than gastric states.
Vertigo as a result of chronic dyspepsia in any of its forms is rare,

and as a rule is less severe than that which grows out of acute
gastric dyspepsia. The sensory symptoms are trifling, and the
confusion of head and the lack of balance less notable, while the
vertigo, which is more or less constant, seems to be most often met
with two to four hours after meal-time, so that it is usually doubtful as
to how much is due to reflected impressions from the digestive
tracts, and how much to the direct influence of imperfect material in
the circulation.
In a third form the gastro-intestinal tract is but indirectly concerned.

In a person who is anæmic, or who is nervous and perhaps
hysterical without being anæmic, but in whom it is impossible to
detect in the stomach or bowels, in the feces or urine, any sign of
defective digestion or of malassimilation, we find that during the act
of digestion there is at some time, and in a few cases constantly,
some transient but not grave vertigo.
This is due simply to the influence exerted on an over-sensitive head

of a normal functional activity, which may act directly as any
peripheral cause would act, or may be due, in the anæmic, with this
to the withdrawing of blood from other parts of the body which occurs
in digestion. It is an illustration of what is too often overlooked, the
capacity of a healthy functional act to disturb morbidly a sensitive
brain.
Aural Vertigo.—Vertigo may be due to a variety of irritative causes

acting on the outer, middle, or inner ear. We shall consider them
separately.
Vertigo from Causes acting on the External Ear.—In animals I have

found that the injection of iced water or a rhigolene jet into the
meatus is at once the cause of convulsive movements in the rabbit,
and that repetitions of this cause at last a permanently vertiginous
state, so that when a rabbit or guinea-pig thus disordered was shut
up in darkness for some hours, sudden sunlight caused it to be for a
few moments vertiginous. It is remarkable that while in birds many
parts of the skin are competent under irritations (Weir Mitchell, Ott,
Brown-Séquard) to give rise to vertiginous phenomena, in mammals
only the skin of the external auditory meatus appears to be thus
responsive. The author was himself the best illustration of this fact.
Some years ago, when by mishap water at about 52° F. was thrown
into his left ear, he fell instantly on his left side, with slight
disturbance of vision, the room seeming to rock in the direction of the
fall—that is, to the left. He arose with some difficulty, his head
swimming, and with a distinct sense of lack of power in the whole left
side, and with, for a half hour at least, an alarming tendency to
stagger to the left.
Thus, injections of cool water in some cases (or in others of water at

any temperature), and in certain persons very hot water, will cause
vertigo. Foreign bodies—hardened wax, aspergillus, ulcers—or any
inflammation may occasion it, while it is curious that usually the
painful abscesses of the ear do not, especially in children, who are,
as a rule, less liable to vertigo than are adults.
The tendency of aurists is, I believe, to explain the phenomena by

either direct influence propagated as sound-waves through the
auditory apparatus to the labyrinth, or by admitting inhibitory
impressions affecting the vaso-motor loops and causing increased
pressure in the semicircular canals. I am disposed to think that the
effect may be a more direct one, and to regard the centres as
directly influenced through the fifth nerve, including vaso-motor
phenomena of course—a question to be, however, easily solved in
the laboratory.
In this form of vertigo tinnitus is slight or transient, coming and going,
or if permanent but faintly felt.
Middle-ear vertigo may arise from any inflammation of the part or

from closure of the Eustachian canal. There are then direct
mechanical influences affecting the labyrinth, as well as sensory
irritations, not causing auditory phenomena; whilst also the inner ear
is apt soon to suffer from direct propagation of inflammatory
processes. There is then paroxysmal vertigo, variable hearing,4 and
early tinnitus.
4 Burnett, Sect. Otol., Int. Med. Cong. Proc., 1876.
Inner-ear vertigo seems to be due to irritations, auditory, mechanical,

or inflammatory—whatever disturbs seriously the nerves of the
semicircular canals, since, if we may trust recent research,5 the
cochlea is not a source of vertiginous impressions. This form of
vertigo was first described with pathological proof by Menière in
1860, and is probably in its variety of degrees the most common of
all the origins of dizziness.
5 Gellé.
The acute attack is nearly always preceded by more or less

deafness, and in many cases by middle-ear catarrh,6 with or without
tinnitus. More rarely all the symptoms arise abruptly. There are
sudden tinnitus, deafness, nausea, vertigo. The loss of hearing
remains, and is variable, or, finally, the hearing is lost altogether. The
tinnitus is permanent or varies in amount, but as the deafness grows
complete the vertigo disappears, and although cases of death have
been described, labyrinthine vertigo is, as a rule, prone to get well in
time.
6 Burnett.
Single attacks are rare. It is apt to repeat itself, and finally to cause
all the distressing cerebral symptoms which characterize the worst
gastric vertigo, and at last to be capable of easy reproduction by
light, heat, over-exertion, and use of the mind or eyes, by emotion, or
by gastric disorder.
Even after the vertigo has ceased to exist the fear of loss of balance
remains, while perhaps for years the sense of confusion during
mental effort continues, and gives to the sufferer a feeling of what a
patient described to me as mental vertigo—some feeling of
confusion, lack of power to concentrate attention, loss of hold on
trains of thought, with now and then a sensation as if the contents of
the cranium moved up or down or swayed to and fro.
The attack in the gravest forms is often abrupt, and, according to

Charcot, is always preceded by a sudden loud noise in the affected
ear. I have, however, notes of many cases in which this was not
present. The patient reels, staggers, or falls, usually forward or to
one side, loss of consciousness being very rare. The sensory
hallucinations are remarkable. If at rest or after his fall he seems to
himself to sway, and tends to pitch or roll over; the bed rocks, the
room and its contents reel. The patient's terror is intense; he
clutches the bed; seeks relief in fixing his eyes on an object, which in
slight attacks is competent to relieve, or else he closes them. The
least motion starts the vertigo afresh. In some cases turning the
head or looking up will bring it back, or the patient may remain for
days or weeks in this condition, with continuous dizziness and
frequent recurrences of severe vertigo, while there is more or less
constant nausea and sometimes vomiting.
There should be no trouble in distinguishing the cases in which

deafness exists, but the nausea is apt to direct attention to the
stomach. Tinnitus is common in vertigo, however arising; and when,
as I am sure does chance, there is for years now and then a slight
and transient deafness with vertigo, or a permanent deafness in one
ear, and therefore not noticed, the inner ear is apt to be overlooked
as a source of trouble.
Vertigo from growths on the auditory nerve before it enters the inner
ear is rare in my experience. It is described as slow in its progress,
the deafness and tinnitus being at first slight, but increasing steadily,
while there is tendency to fall toward the side affected.7 In the cases
of disease attacking the seventh nerve within the cranium there is
usually so much involvement of other and important nerve-tissues as
makes the disorder of audition and equilibration comparatively
unimportant.
7 Burnett.
Vertigo from coarse organic lesion of brain, such as a tumor, is

common, and is, indeed, rarely absent in such cases. The cases in
which it is lacking or least remarkable are, I think, to be found in the
anterior and middle cerebral lobes, while it is almost sure to exist at
some time when the tumor is in or near the cerebellum.
Growths or other causes of irritation in the crura of the cerebrum or

cerebellum, or on the pons, are sure to give rise to disturbed
equipoise or to methodical involuntary actions; but these are not
always, though often, accompanied with delusive impressions as to
exterior objects, or with the other symptoms found in typical vertigo. I
recall one remarkable case where a blow on the left side of the
occiput resulted in a tendency to roll to the left which finally
triumphed over volitional control, so that the patient would at times
roll over on the floor until arrested by a wall. After the rotation had
lasted for a minute there was, when it ceased, a false sense of
movement of objects to the left, but at the outset there were no
sensory illusions, and at no time any mental disorder. The patient
recovered, and is now in good health; but it is interesting to learn that
while, during the time of these attacks, he had normal hearing, he
has gradually lost hearing in the left ear and acquired permanent
tinnitus. I have reached the conclusion that there is a group of
functional vertigoes, and that in some of them the trouble lies in the
semicircular canals; that is to say, the lesion is slight or transient, but
in rare cases recurs until a more distinct and permanent result
justifies the original diagnosis.
OCULAR CAUSES OF VERTIGO.—For the most part, the eyes as a

source of vertiginous impressions are neglected in the textbooks; but
as the cause of certain of the slighter vertigoes, and as a fertile
agent in emphasizing or recalling vertigoes due to the stomach or
inner ear, they are well worthy of careful study, nor is it ever wise to
neglect these organs in cases either of headache or of vertigo.
A number of eye conditions cause giddiness or increase it or

reproduce it. Thus, sudden loss of accommodation in one eye or in
both may occasion it, and perhaps the enlarged pupil may have its
share, since even in healthy people, and surely in all habitually
vertiginous patients, sudden exposure to brilliant light gives rise to
sense of instability.
Abrupt change in intraocular pressure is another cause, as in acute

glaucoma or in sudden partial collapse of the eye from discharge of
the aqueous humor.
Permanent vertigo of quite severe character may arise from

astigmatic defects, and from almost any form of disorder affecting
steadily the power of the eye to accommodate itself to distances; but
simple myopia of moderate grades, excessive one-sided myopia, or
presbyopia is unlikely to do so. Oculo-motor troubles, paralytic or
spastic, are very effective causes of vertigo, which is sometimes
quite promptly producible by the wearing of a prism on one eye or by
the use of glasses which over-correct, or if exact are for some
reason badly borne. This latter is apt to be the case, I think, in
accurate corrections of long-standing hypermetropic astigmatisms.
There is one point on which, in this connection, I have again and
again insisted: Optically defective eyes may exist through life without
notable brain disturbance, unless, from over-use with worry, work
under pressure, the strain of prolonged or of brief and intense
emotion, or any cause of ill-health, the centres become sensitive, as
they are then apt to do. When this occurs defective eyes, and in fact
many other sources of irritation, grow at once into competence for
mischief, and occasion vertigo or headache or other cerebral
disorders.
Then it is that even slight defects of the eye may cause vertigo,
which if usually slight and transient, coming and going as the eyes
are used or rested, is sometimes severe and incapacitating. I have
over and over seen vertigo with or without occipital pain or distress in
persons whose eyes were supposed to be sufficiently corrected with
glasses, but who found instant relief when a more exact correction
was made; and this is, I think, a matter which has not yet generally
received from oculists the attention it demands.
When vertigo, essential, gastric, or aural, is present, the use of the

normal eye becomes a common source of trouble. Bright lights,
things in irregular motion, reading or writing, and especially rapid
changes in accommodation, as watching the retreat or approach of a
moving object, are prone to cause or increase the dizziness.
Vertigo in old age, if not due to the stomach or defective states of the
portal system, kidneys, or heart, is either caused by atheromatous
vessels or multiple minute aneurismal dilatations of vessels, or in
full-blooded people by some excess of blood or some quality of
blood which is readily changed by an alteration in the diet, of which I
shall presently speak. Whatever be its source, it is in the old a matter
of reasonable anxiety.
Laryngeal Vertigo.—Under this name J. R. Gasquet,8 and later M.

Charcot, have described a form of vertiginous attack in which
irritation of the larynx and a spasmodic cough invariably precede the
onset. I have never seen such cases, nor do they seem to me
entitled to be called vertigo. The symptoms are these: After
bronchitis, gout, or rheumatism there occurs an irritation of the larynx
or trachea, or of both, which at times is expressed in the form of a
tickling cough, simple or in spasms. With these arises a slight sense
of vertigo, or else in the grave attacks the patient falls insensible,
without convulsion or with no more than one may see at times in
fainting. The face is flushed, even deeply, and the attacks last but a
few moments. The term vertigo seems to have in such a group of
symptoms but little application, nor do these attacks ever bring upon
the sufferer the status vertiginosus.
8 Practitioner, Aug., 1878.
Vertigo in Anæmia and in Neurasthenia and Hysteria.—A passing
vertigo readily caused by abrupt changes of posture, felt even in
health, at times is far more profoundly experienced in grave anæmic
states, while in neurasthenic conditions, with deficiency of globules
or defect of hæmaglobin, it is still more common. In well-pronounced
neurasthenic states, where there is no measurable lack of red
corpuscles, but where hæmaglobin is apt to be deficient, it is a
frequent symptom, and is then either an immediate result of
functional central disorder or of gastric or optical troubles. While the
dizziness of neurasthenia is never profound, certainly never repeats
the agony of Menière's vertigo, it is apt to be but a too constant
symptom, and to be, like the other disqualifying cerebral symptoms
of neurasthenia, almost the last to get well. Usually there is little,
often no, tinnitus, no deafness, no nausea, slight but a pretty
constant sense of unsteadiness, and rarely or but for a few moments
any false subjective visual illusions. This, at least, is the type, but, on
the other hand, in extreme cases and within these limits the brain is
liable to be confused, and the sense of need for difficult controlling
volitions called out by almost any use of the eyes in near vision,
owing usually to oculo-muscular paresis. Even looking at a mirror or
at persons passing by, or the least distinct mental effort, may
reproduce it. There is, too, in most of these cases an extreme sense
of mental confusion, and more often a false sense of movement
within the head than without, while in no other patients is the sexual
act so apt to increase all of the symptoms in question.
Hysteria, as might be expected, offers now and then examples of

vertigo. It does not exclude the presence of true aural, optic, or
gastric dizziness, which is then apt to become the starting-point of a
long train of hysterical disorders. On the other hand, we meet with
hysterical vertigoes which, in a sense, may be said to simulate any
of the more usual types. I have certainly seen hysterical girls with
deafness, tinnitus, and a great development of equilibrial
disturbance, in whom the disease passed away without leaving a
trace behind it, so that in these cases some caution is needed as to
prognosis. They become far more difficult to deal with when they are
found in old women or women in advanced middle life, since it is
then hard to know what share senile changes may have in the
production of the symptoms.
Vertigo from mechanical causes, such as sea-sickness, railway

sickness, swinging, etc., it is hardly worth while to deal with here at
length. The research of Prof. James has made it probable that
disturbances of the labyrinth are responsible for the vertigo of sea-
sickness. Certainly, deaf-mutes seem to have lost the power to be
made vertiginous from rotation, and do not suffer at sea.
It is, however, worth recording here that I have more than once seen
enduring vertiginous status, with occasional grave fits of vertigo,
arise out of very prolonged sea-sickness. In the last example of this
sequence seen by me there was, after a year or more, some
deafness.
The elevators in use in our hotels sometimes cause, in those who

live in them all day and control their movements, a cumulative
vertigo, and I have known such persons to be forced on this account
to seek other occupation.
Essential Vertigo.9—There can, I think, be no doubt that the centres

may evolve the symptom vertigo from causes which are transient,
and the nature of which sometimes evades our most careful search.
We reach the diagnosis of a state of essential or true central vertigo
by exclusion, but, once developed, this vertigo does not greatly differ
from vertigo of peripheral cause. It is sometimes associated with
states of pallor, at others with flushing, while the disturbance of
balance and the false perceptions as to the place of outside objects
may vary from the least to the most profound disturbance. In some of
these examples the nausea or emesis does not appear at all, and
the patient, escaping acute attacks altogether, may with occasional
aggravation continue to be merely and almost constantly vertiginous.
9 Ramskill and others.
The TREATMENT of acute attacks of vertigo, however caused, consists,

of course, in rest in bed and in the use of large doses of bromides or
hydrobromic acid, and if the trouble be grave in that of hypodermatic
injection of morphia, and where there is plainly pallor of face in
inhalations of amyl nitrite or in the exhibition internally of nitro-
glycerin and alcoholic stimulants. Sometimes to lie on the floor in
total darkness is helpful when the disorder continues and is severe. I
have known patients liable to be attacked suddenly to carry a little
flask of brandy, and to find that very often an ounce of brandy, taken
at the first sign of trouble, would enable them, by also lying down, to
break the attack; and ether is yet more efficient. After the severer
sense of vertigo has gone they find that stimulus is comforting, and
for a time at least gives strength. I have used amyl nitrite but twice.
In each case it is said to have broken the attack, but I have had no
larger experience with it.
Gastric vertigo demands, in the acute attacks, a treatment directed

to the cause. Antacids may be valuable, or in arrested digestion
emetics, but in all cases these should be followed for some weeks by
moderate doses of bromides, while gouty or lithæmic states should
be treated by the usual means.
Vertigoes from portal disturbances are best treated by aperients, and

a like lessening of animal food, which, in the vertigo of old age or
middle life arising from excess of blood, will also be found available.
The change of cerebral states of passive congestion, which can be
brought about by a pure vegetable or milk-and-vegetable diet is
sometimes quite remarkable; and I know of few things in
therapeutics which are more satisfactory.
The treatment of anæmic or neurasthenic vertigo involves nothing

peculiar. So long as the want of blood lasts, or some one of the
several groups of symptoms loosely classed as neurasthenia exists,
so long will the associated vertigo endure.
Aural vertigoes are easy or difficult to treat, as they arise from

external or middle and internal ear troubles. Irritations in the external
ear are of course to be removed, and catarrh of the middle ear to be
treated by attention to its conditions, whether of blocking of the
Eustachian canals with depression of the membrana tympani or of
accumulations in the middle ear, with the opposite state of fulness.
Aural vertigo, as has been pointed out, may arise from disorders of
any part of the ear, so that it is needful to look for wax, ulcers, foreign
bodies, etc. in the external meatus; for catarrhal states, closure of
the tubes of Eustachius, states of fulness or of vacuum in the middle
ear; and for inflammatory conditions, direct or transmitted, in the
inner ear. Very often vertigoes from irritations of the outer or middle
ear may be relieved with more or less ease, but labyrinthine vertigo,
however acquired, is always troublesome, often lasting, and if grave
gets well only when deafness has become great.
In this form of vertigo, and while acute, morphia is very serviceable,

and is to be used with full doses of bromides. When, as happens,
both cease to be of value, Charcot's plan of the heroic use of quinia
salts I have seen do good; but it is advisable to use with it
hydrobromic acid in full doses. It has been constantly my practice to
employ over the mastoid or on the neck frequent but not deep
cauterization. It is well in these cases to warn some near relative that
while remote relief from the vertigo is probable, it will be bought at
the cost of increasing deafness, and that we can rarely do more than
help the patient to endure his state until time and the slow processes
of pathological change have come to our aid.
Optic vertigo, if essentially that, is rarely discovered without the help

of some one trained to study the defects of vision. Its relief demands,
of course, as a rule, glasses, or in extra-optical muscle-troubles
these or a compensatory operation. When, however, the vertigo has
been grave, it is needful to manage corrections of the eyes with care
and judgment, and sometimes experimentally. The sensorium,
having become over-excitable, does not always bear accurate
correction of the eyes, or this increases the vertigo. Then the glasses
are cast aside and the case progresses. In others—and this is purely
a matter of individual experimentation—nothing will answer except
the most careful and absolute corrections: anything less does no
good.
These remarks apply with equal force in chronic vertigoes, essential,
gastric, or other. Defective eyes, unfelt in health, soon begin to
trouble a head sensitized by chronic dizziness, and optical defects
which are sometimes but trifling become then competent to increase
the growing intracranial disorders, or to assist lithæmia or a
troublesome stomach to create and sustain vertigo.
The Status Vertiginosus.—I have tried to make clear elsewhere and

in this article that in several forms of vertigo the disorder ceases to
owe its onsets to extracentral irritations, and becomes essential,
precisely as happens in some epilepsies, and that we then are apt to
have, with more or less distinct attacks or with no attacks, long
continuance of a group of symptoms which constitute the status
vertiginosus. Its treatment is important, because of its alarming and
disqualifying effects. The attacks are often the least part of it, while
the lack of power to read and write, to go into crowded streets, to
face light, or to exercise, or stand emotions or the slightest mental
strain, surround its management with embarrassments, and are well
fitted to end in melancholia or hypochondriasis.
In these cases, after the eye has been corrected, the diet should be
regulated with care. In extreme cases it may become desirable to
limit it to milk, fruit, and vegetables where no obvious peculiarities
forbid such a regimen; and I have found it useful to insist also on
some food being used between meals.
I like, also, that these patients rest an hour supine after each meal,
and spend much time out of doors, disregarding their tendency to lie
down. Exercise ought to be taken systematically, and if the vertigo
still forbids it, massage is a good substitute. At first near use of the
eyes is to be avoided, and when the patient resumes their use he
should do this also by system, adding a minute each day until
attainment of the limit of easy use enjoins a pause at that amount of
reading for a time.
Now, as in vertigo, especially labyrinthine, the eyes become doubly

valuable as guiding helps to correct equilibration, I have long found it
useful to train these patients to stand and walk with them closed. At
first this is as difficult, or may be as difficult, as in locomotor ataxia,
but the practice is sure to add steadiness to the postures. Somewhat
later I ask my patient deliberately to make such movements of the
head and such efforts of mind or memory as are apt to cause vertigo
or confusion of head, and to conquer or inhibit these consequences
by a prearranged effort of will; and these means also I have found
useful. Meanwhile, nothing usually in these cases forbids the use of
tonics or of moderate doses of bromides. As I have said, change of
air is very serviceable. It is indeed rare that cases do not yield to
some such combination of means, but very often it will happen that
the fears of the patient are his most grievous foes, and are to be
dealt with after every real symptom has vanished.
TREMOR.
BY WHARTON SINKLER, M.D.
Tremor is a prominent symptom of many diseases of the nervous

system, and is met with as an effect of certain poisons which have
been taken into the system; so it should not be considered as a
disease in itself. It may, however, occur without being associated
with any other abnormal condition which can be discovered. It is then
called tremor simplex or tremor essentialis. The tremor of old age
(tremor senilis) comes under this head.
Tremor is sometimes hereditary, and may exist from early life. I have
a patient in whom there is a trembling of the hands which has lasted
since childhood. This lady's mother and grandmother both had the
same form of tremor, and one of her own daughters also has it. In
this case the trembling is most marked when voluntary movements
are attempted, but it does not materially interfere with writing,
sewing, or any other act she wishes to accomplish. There is slight
tremor when the hands are at rest.
Tremor simplex is seen in hysteria. In this disease it affects the

hands and the facial muscles as well. It is not uncommon in these
cases to find the tongue tremble excessively when protruded.
Tremor from chronic poisoning is usually from the absorption of lead,

mercury, or some of the narcotic drugs or alcohol. Lead tremor is to
be looked for among persons who are exposed to the action of lead,
such as painters, printers, or manufacturers of white lead.1 Such
persons generally have had some other symptom of lead-poisoning,
such as colic or paralysis. The tremor, however, may be the only
symptom of saturnine poisoning. Mercurial tremor is not so often
seen. It occurs in looking-glass makers or those who work in
quicksilver, and may also be a result of the medicinal administration
of mercury. The tremor from the excessive use of alcohol or opium is
familiar to all. Tobacco, if used immoderately, also causes trembling
in the hands. Tea or coffee may have the same effect. There are
other drugs which, when taken for a length of time, are liable to
cause tremor. Quinine is one of these.
1 Lead in hair dyes or in cosmetic powders often gives rise to plumbism by its
absorption by the skin.
Exhausting diseases, like the fevers, or any conditions which

enfeeble the system, cause tremor which occurs in voluntary effect. I
saw a lady some years ago who was greatly weakened by a
malignant growth. She was extremely anxious to sign her name to a
legal paper, but, although the hand was perfectly quiet when at rest,
when she attempted to write the first letter such intense tremor came
on that it was impossible for her to make any mark which was
legible.
Tremor follows violent bodily exertion or mental excitement. The

action of cold or the chill of intermittent fever is accompanied with an
extreme degree of trembling, which we all know. Tremor is also a
result of neuritis, but in this case it is associated with other
symptoms.
SYMPTOMS.—Tremor is met with as a fine or a coarse trembling. We

may also find a fibrillar tremor, such as exists in progressive
muscular atrophy. Tremor is divided by some (Van Swieten, Charcot,
and others) into two classes: the first is where the tremor occurs
while the part is at rest; the second is where it comes on during
volitional muscular movements. The former has been termed by Van
Swieten tremor coactus, because he believed that it arose from an
irritation which affected the nervous centres in an intermittent way.
The latter he conceived to depend upon a defect of stimulus, the
result of an insufficient amount of nervous fluid, which causes
contraction of the muscles under the influence of the will. This he
called tremor a debilitate.2
2 Charcot, Lectures on Diseases of the Nervous System.
In paralysis agitans we have an example of tremor coactus, and in

disseminated sclerosis, where the tremor occurs only as muscular
effect, it belongs to the variety of tremor a debilitate. Those divisions,
however, are of but little importance.
When tremor first begins it is slight in degree and extent, and occurs
generally only on voluntary effort. Later there may be a constant
trembling even when the part is at rest. Beginning usually in the
hands, it may extend to the head and legs. It is seen in the tongue
and facial muscles after the disease has lasted for some time.
In some cases the trembling can be controlled to some extent by a
strong effort of will. The tremor from alcohol or opium is most marked
when the individual has been without the use of the stimulant for a
short time, and the trembling may be temporarily checked by
renewing the dose of alcohol or opium as the case may be.
The muscular trembling from plumbism and mercurial poisoning is

more violent than the other forms of simple tremor, and often
resembles the tremor of paralysis agitans. In toxic tremors there are
often secondary paretic symptoms and indications of other
disturbances of the brain and nervous system.
In simple tremor there is no loss of muscular power, and the

electrical reactions of the affected muscles are not abnormal. The
duration of simple tremor is almost always great. Usually it persists
throughout life, becoming more general and more intense as the
subject of it grows older. The tremor of hysteria is shorter in duration.
Occasionally there are seen cases of simple tremor, which are
apparently the result of some trivial cause in a nervous person,
which last but a short time.
I have seen a case of tremor of the head in a woman of about forty

years, in which the trembling ceased entirely after it had lasted
several weeks. Hammond3 describes what he calls convulsive
tremor. Under this name he includes cases of non-rhythmical tremor
or clonic convulsions, which are unaccompanied by loss of
consciousness, but are paroxysmal in character. Pritchard in 1822
presented an account of this affection and related two cases;
Hammond mentions six cases. The affection is characterized by
paroxysms of violent and rapid convulsive movements, which are
more or less general and occur many times a day. The seizures last
from a few minutes to several hours.
3 Diseases of the Nervous System, p. 696.
The PROGNOSIS in convulsive tremor seems to be favorable.

Tremor may be regarded as a form of clonic spasm. It consists of
slight intermittent contractions of individual muscles or groups of
muscles. Fibrillar tremor, such as is seen in progressive muscular
atrophy, depends on contractions and relaxations of the muscular
fibrillæ, and can be seen under the skin, but does not cause any
movements of the limb.
There are no pathological data for explaining what portions of the

nervous system are the seat of disease in simple tremor. In
experiments upon the lower animals it has been found that trembling
occurs in muscles which have been separated from the nerve-
centres by division of the nerve. So too in man: when there has been
a wound or section of a nerve accidentally, there is likely to be
tremor in the muscles which it supplies.
The tremor does not begin at once on section of the nerve, but
comes on after a few days. As the peripheral end of the nerve
undergoes degeneration the tremor increases. It may last months or
even years.
In some of the conditions where tremor occurs the influence of the

will is weakened or is entirely absent. This is seen in hysterical
trembling and in the tremor of old age as well as in those cases
where there is general enfeeblement of the body, as in the fevers.
Trembling is connected with disease of the pyramidal tracts, because

in this way the influence of the cerebral centres is withheld from the
muscles. When a muscle is in a condition of tonic spasm, it is the
result of the running together of very rapidly-repeated muscular
contractions. It is like the contraction in a muscle from an interrupted
electrical current. If the interruptions are slow, the muscular
contractions are seen at intervals like a tremor; but if the
interruptions are rapid from frequent vibrations of the hammer of the
instrument, then the contractions in the muscle are fused together,
as it were, and the muscle is in a state of tonic spasm.
It is held by some writers that tremor is caused by the want of

balance between the cerebrum and cerebellum. When, for example,
the control of the cerebrum is enfeebled the action of the cerebellum
is so great as to bring about tremor by its uncontrolled power.
If we accept the first view, we must consider the tremor as a

preliminary stage of paralysis; for the lesion, which at first is slight
and causes only an interruption of the conduction of impulses from
the brain to the muscles, as it becomes more extensive totally
prevents conduction, and paralysis ensues.
Hughlings-Jackson's view, that general convulsions are the result of

discharges from the cortex of the brain, and that the tonic
contractions of tetanus are caused by discharges from the cortex of
the cerebellum, may be applied to the pathology of tremor as well.
When, for instance, in a disease like disseminated sclerosis a
voluntary effort instead of causing a steady muscular contraction
results in irregular spasmodic contractions and relaxations of the
muscle, we may imagine that a series of discharges were taking
place from the cortex of the cerebellum as long as the voluntary
efforts were persisted in. On the other hand, in paralysis agitans it is
more probable that a lack of conducting power in the pyramidal
tracts prevents the influence of the centres being continuously
exerted upon the muscles through their motor nerves.
It is probable that in simple tremor the lesion is situated in the spinal

cord; for in this disease we seldom see any evidences of cerebral
disturbance. There are no paralytic or psychical symptoms, and no
vertigo. In toxic tremors the disease is no doubt located in the brain,
for accompanying the trembling resulting from alcohol, opium,
mercury, and other drugs are mental changes and more or less
muscular enfeeblement.
TREATMENT.—Should the tremor depend upon some cause which can

be discovered, of course the obvious course is to attempt to remove
the source of trouble. The effort is of greater or less success in
different conditions. The tremor from mercurial poisoning sometimes
yields to treatment which is directed to the elimination of the
mercury. The free administration of the iodide of potassium is the
best means to be used, and is often successful. The same means
are available in lead tremor. Of course the patient must be removed
during treatment from the risk of further absorption of the poisonous
substances.
In simple tremor many remedies have been recommended, but the

results of treatment are not encouraging. Baths of various kinds and
galvanism have been used, and many drugs are advised.
Hyoscyamus and its alkaloid, hyoscyamine, have enjoyed a high
reputation, and good results have been reported from their use. I
have seen relief, but not cure, from their administration. Arsenic is a
more reliable remedy and it may be used hypodermically. Eulenburg4
has used this method with good results. I have given arsenic per
orem with beneficial effects in cases of simple tremor. In a case to
which I have referred above the tremor was relieved while the patient
was taking Fowler's solution, and on changing to hyoscyamus the
trembling got worse. On returning to the arsenic the symptoms
improved, and finally the tremor ceased after the remedy had been
taken for some weeks. Hysterical tremor requires that the hysteria
should be relieved. Franklinic electricity sometimes controls the
tremor in these cases.
4 Ziemssen's Cyclopædia, vol. xiv. p. 392.
PARALYSIS AGITANS.
BY WHARTON SINKLER, M.D.

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1 The Least Action Principle for an ideal incompressible ﬂuid . . . . . . . . . . . . . . 53

1.1 The conﬁguration space of an incompressible ﬂuid . . . . . . . . . . . . . . . . . . . 53

Didier Bresch and Pierre-Emmanuel Jabin

1.2 Lagrangian estimates for u ∈ L1 (0, T ; W 1,p (Πd )) . . . . . . . . . . . . . . . . . . . . 80

2.1 The Navier–Stokes equations for one-phase ﬂow . . . . . . . . . . . . . . . . . . . . . . 156

The last survey, authored by Christian Rohde, ranges from mathematical

Mathematics Subject Classiﬁcation (2010). 60H15, 35R60, 76D05, 76N10,

incompressible ﬂuids reads as:

Deﬁnition 2.1.8. Let X be a stochastic process on a probability space (Ω, F , P)

Theorem 2.1.3 (Doob–Meyer decomposition, [24] (Thm. 4.10, p. 24)). Let Y be a

1E denotes the expectation with respect to the probability measure P.

is called total variation of f over [0, t].

Theorem 2.1.4 ([24] (Thm. 5.8, p. 32)).

where cp , Cp are positive constants.

provided the right-hand side exists. So [X]T is the L2 -norm of X as a function of

HT := L2 (Ω × (0, T ), FT ⊗ B([0, T ]), μM ). (2.5)

Deﬁnition 2.2.2. A process X is called step process if there is a strictly increasing

for all 0 ≤ t < ∞. The space of step processes is denoted by L0 .

Deﬁnition 2.2.3. Let X ∈ L0 and M ∈ M2c . The stochastic integral of X with

In order to deﬁne the stochastic integral for X ∈ L∗ we have to approximate

Deﬁnition 2.2.4. Let X ∈ L∗ and M ∈ M2c . The stochastic integral of X with

2.3. Itô’s Lemma

Deﬁnition 2.3.1 (Continuous local martingale). Let X be a continuous process

Deﬁnition 2.3.2 (Continuous semi-martingale). A continuous semi-martingale X

Theorem 2.3.1 (Itô’s Lemma, [24] (Thm. 3.3, p. 149)). Let f : R → R be a C 2 -

There are two diﬀerent concepts of solutions to (2.11).

((Ω, F , (Ft )t≥0 , P), W, X).

T : L2 (Ω, C 0 ([0, T ])) → L2 (Ω, C 0 ([0, T ])),

where C only depends on T and K.

By the Burgholder–Davis–Gundy inequality (Lemma 2.1.5 with p = 1) we have

Finally, by Young’s inequality we gain for every δ > 0

If the assumptions on the coeﬃcients in Theorem 2.4.1 are weakened from

iv) Equation (2.11) holds P-a.s. for every 0 ≤ t ≤ T .

uniformly in m for some p > 2. For a rigorous proof we have to approximate μ

X = C ([0, T ]; R) × C 0 ([0, T ]; R).

We have to show tightness of the probability law ν m . The law of (X m ) is tight by

• the law of (X̃ m , W̃ m ) is given by ν m , m ∈ N,

Clearly, rt is a continuous mapping. Let (F̃t)t≥0 and

i.e., the equation continues

Obviously M, N and L are continuous on the pathspace. Consequently, by equality

i.e., X̃ is the solution we are looking for.

is more diﬃcult. Now we seek an RN -valued process (Xt )t∈[0,T ] on a probability

2.5. Stochastic analysis in inﬁnite dimensions

In other cases, owing to over-feeding or any of the numerous causes

As a rule, such an attack need cause no uneasiness as to a fatal

I have sketched an extreme case, but whatever causes grave vertigo

Vertigo as a result of chronic dyspepsia in any of its forms is rare,

In a third form the gastro-intestinal tract is but indirectly concerned.

Clearly, rt is a continuous mapping. Let (F̃t)t≥0 and