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 |
Statements
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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0.8103914260864258
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0.7984218001365662
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0.7926687598228455
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0.7866050601005554
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0.7856696844100952
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