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<p>This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in distribution to the unique probabilistically strong solution of a linear stochastic evolution equation. In particular, we establish the strong convergence from the stochastic point vortex model to the conditional McKean-Vlasov equation.</p>

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The Fluctuation Behaviour of the Stochastic Point Vortex Model with Common Noise

  • 期刊论文

  • 发表日期：

    2026年4月13日

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  • Yufei Shao,
  • Xianliang Zhao

摘要

This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in distribution to the unique probabilistically strong solution of a linear stochastic evolution equation. In particular, we establish the strong convergence from the stochastic point vortex model to the conditional McKean-Vlasov equation.