Abstract
This chapter presents a model of stochastic differential equation in Hubert spaces applicable to Navier Stokes equation in dimension 2. Zakai equation of nonlinear filtering is an important source for studying linear and nonlinear stochastic partial differential equations. In the Hilbert space L2(0,T; H), a set Z depends on three constants K, L, M and two sequences μn, νn of numbers such that μn, νnνn 0 and μn, νnνn 0 as n PP. The chapter describes tightness property.
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