2D Backward Stochastic Navier-Stokes Equations with Nonlinear Forcing
Probability
2011-05-02 v1
Abstract
The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the truncation and variational techniques. The methodology features an interactive analysis on basis of the regularity of the deterministic Navier-Stokes dynamics and the stochastic properties of the It\^o-type diffusion processes.
Cite
@article{arxiv.1104.5567,
title = {2D Backward Stochastic Navier-Stokes Equations with Nonlinear Forcing},
author = {Jinniao Qiu and Shanjian Tang and Yuncheng You},
journal= {arXiv preprint arXiv:1104.5567},
year = {2011}
}