On a forward-backward stochastic system associated to the Burgers equation
Probability
2011-01-19 v2 Analysis of PDEs
Abstract
We describe a probabilistic construction of -regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forward-backward stochastic system.
Keywords
Cite
@article{arxiv.1001.3367,
title = {On a forward-backward stochastic system associated to the Burgers equation},
author = {Ana Bela Cruzeiro and Evelina Shamarova},
journal= {arXiv preprint arXiv:1001.3367},
year = {2011}
}
Comments
The gradient of pressure replaced with an external force, reference [G] modified