QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS (Q4922061)
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scientific article; zbMATH DE number 6167525
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English | QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS |
scientific article; zbMATH DE number 6167525 |
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QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS (English)
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28 May 2013
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backward stochastic differential equation
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FBSDE
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partial differential equation
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viscosity solutions
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large deviation principle
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large deviations
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Burgers equation
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Navier-Stokes equation
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