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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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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