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

zbMATH Open1325.60086MaRDI QIDQ489798FDOQ489798

Xin Chen, Ana Bela Cruzeiro

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)

Cited In (3)

• Stochastic geodesics
• A study of backward stochastic differential equation on a Riemannian manifold
• On Lie Group Classification of a Scalar Stochastic Differential Equation

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