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

被引：0

作者：

Cruzeiro, Ana Bela ^{[1
,2
]}

Shamarova, Evelina ^{[3
]}

机构：

[1] Univ Lisbon, IST UTL, Dept Matemat, Lisbon, Portugal

[2] Univ Lisbon, Grp Fis Matemat, Lisbon, Portugal

[3] Univ Porto, Ctr Matemat, Oporto, Portugal

来源：

STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS, HONG KONG 2009 | 2011年 / 65卷

关键词：

Burgers equation; forward-backward SDE; diffeomorphism group; NAVIER-STOKES EQUATIONS; DIFFEOMORPHISMS;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We describe a probabilistic construction of Ha-regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forward-backward stochastic system.

引用

页码：43 / 59

页数：17

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