Stochastic geodesics and forward-backward stochastic differential equations on Lie groups

MaRDI QIDQ489798zbMATH OpenFDO

Authors Ana Bela Cruzeiro, Xin Chen

Publication date 21 January 2015

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL http://aimsciences.org/journals/displayPaperPro.jsp?paperID=9195

zbMATH Keywords

Lie groupsNavier-Stokes equationsforward-backward stochastic differential equationsstochastic variational principlesLagrangian stochastic flowsstochastic geodesics

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Navier-Stokes equations (35Q30) Existence of optimal solutions to problems involving randomness (49J55) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(6)

• A study of backward stochastic differential equation on a Riemannian manifold
• Stochastic Euler-Poincaré reduction
• On Lie Group Classification of a Scalar Stochastic Differential Equation
• Dynamics of geodesic flows with random forcing on Lie groups with left-invariant metrics
• Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
• Stochastic geodesics

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