English

Forward-backward stochastic differential equations on tensor fields and application to Navier-Stokes equations on Riemannian manifolds

Probability 2023-01-18 v1 Analysis of PDEs

Abstract

In this paper we introduce a class of forward-backward stochastic differential equations on tensor fields of Riemannian manifolds, which are related to semi-linear parabolic partial differential equations on tensor fields. Moreover, we will use these forward-backward stochastic differential equations to give a stochastic characterization of incompressible Navier-Stokes equations on Riemannian manifolds, where some extra conditions used in [22] are not required.

Keywords

Cite

@article{arxiv.2301.06490,
  title  = {Forward-backward stochastic differential equations on tensor fields and application to Navier-Stokes equations on Riemannian manifolds},
  author = {Xin Chen and Ana Bela Cruzeiro and Wenjie Ye and Qi Zhang},
  journal= {arXiv preprint arXiv:2301.06490},
  year   = {2023}
}