QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS

DOI10.1142/S0219493712500153zbMath1287.60070arXiv1205.3581OpenAlexW2127258133MaRDI QIDQ4922061

Gonçalo dos Reis, Christoph Frei

Publication date: 28 May 2013

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.3581

zbMATH Keywords

Burgers equationpartial differential equationNavier-Stokes equationlarge deviationslarge deviation principlebackward stochastic differential equationviscosity solutionsFBSDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Large deviations (60F10) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Statistical solutions of Navier-Stokes and related equations (76D06)

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