Pathwise regularity of non-linear Ito equations. Application to a stochastic Navies-Stokes equation

The paper is concerned with regularity analysis of nonlinear Ito equations with additive noise, in the cases when mean-square calculus is not successful, whereas pathwise analysis is. We formalize a possible procedure basically based on time/space regularity for an auxiliary equation properly defined. As an application, regularity theory of a stochastic Navier-Stokes equation is presented