Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space

DOI10.1016/j.spa.2015.02.014zbMath1323.35010arXiv1303.5329OpenAlexW2962864267MaRDI QIDQ2348294

Shanjian Tang, Jinniao Qiu, Freddy Delbaen

Publication date: 11 June 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.5329

zbMATH Keywords

variational formulationNavier-Stokes equationstrong solutionFeynman-Kac formulaLagrangian approachforward-backward stochastic differential system

Mathematics Subject Classification ID

Navier-Stokes equations for incompressible viscous fluids (76D05) Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Strong solutions to PDEs (35D35)

Related Items (5)

A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations ⋮ Numerical Solution of the Incompressible Navier-Stokes Equation by a Deep Branching Algorithm ⋮ Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise ⋮ On the quasi-linear reflected backward stochastic partial differential equations ⋮ Variational formulation of compressible hydrodynamics in curved spacetime and symmetry of stress tensor

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