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arXiv · 1304.1319

Backward Stochastic Differential Equations Associated with the Vorticity Equations

Ana Bela Cruzeiro·Zhongmin M. Qian
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Abstract

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.

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Ana Bela Cruzeiro, Zhongmin M. Qian. 2013-04-04. Backward Stochastic Differential Equations Associated with the Vorticity Equations. https://arxiv.org/abs/1304.1319

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