Backward stochastic differential equations associated with the vorticity equations

DOI10.1016/J.JFA.2014.05.011MaRDI QIDQ2253207zbMATH OpenOpenAlexFDO

Authors Zhongmin Qian, Ana Bela Cruzeiro

Publication date 25 July 2014

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1304.1319

zbMATH Keywords

backward SDENavier-Stokesvorticity equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We derive a non-linear version of the Feynman-Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal value problem associated with the vorticity equation in dimension 2.

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Cites work

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Cited in

(6)

• A theoretical model for a vane with stochastic rotation
• A stochastic variational approach to viscous Burgers equations
• Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales
• The Navier-Stokes-alpha equation via forward-backward stochastic differential systems
• A stochastic differential equation arising from the vortex problem
• On the stochastic least action principle for the Navier-Stokes equation

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