Backward stochastic differential equations associated with the vorticity equations

DOI10.1016/J.JFA.2014.05.011zbMATH Open1296.60145arXiv1304.1319OpenAlexW2963099349MaRDI QIDQ2253207FDOQ2253207

Authors: Zhongmin Qian, Ana Bela Cruzeiro 

Publication date: 25 July 2014

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

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.

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

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zbMATH Keywords

backward SDENavier-Stokesvorticity equations

Mathematics Subject Classification ID

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

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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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