Backward stochastic differential equations associated with the vorticity equations

被引：5
|
作者：
Cruzeiro, A. B. [1 ,2 ]
Qian, Z. M. [3 ]
机构：
[1] Univ Lisbon, Grp Fis Matemat, P-1649003 Lisbon, Portugal
[2] Univ Lisbon, Inst Super Tecn, P-1049001 Lisbon, Portugal
[3] Univ Oxford, Math Inst, Oxford OX1 3LB, England
来源：
JOURNAL OF FUNCTIONAL ANALYSIS | 2014年 / 267卷 / 03期
关键词：
Navier-Stokes; Vorticity equations; Backward SDE; GENERAL BOUNDARY CONDITIONS; QUADRATIC GROWTH;
D O I：
10.1016/j.jfa.2014.05.011
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper we derive a non-linear version of the Feynman-Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal value problem associated with the vorticity equation in dimension 2. A particular class of terminal values provide, via these probabilistic methods, solutions for the vorticity equation. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码：660 / 677
页数：18
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