On a Forward-backward Stochastic System Associated to the Burgers Equation

DOI10.1007/978-3-0348-0097-6_4zbMath1250.65012arXiv1001.3367MaRDI QIDQ2909973

Ana Bela Cruzeiro, Evelina Shamarova

Publication date: 7 September 2012

Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.3367

zbMATH Keywords

Burgers equation; regular solutions; diffeomorphism group; forward-backward stochastic system

Mathematics Subject Classification ID

35Q53: KdV equations (Korteweg-de Vries equations)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

The bang-bang property of time optimal controls for the Burgers equation, Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space

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