Backward Stochastic Differential Equations Associated with the Vorticity Equations
Probability
2013-04-05 v1 Analysis of PDEs
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.
Cite
@article{arxiv.1304.1319,
title = {Backward Stochastic Differential Equations Associated with the Vorticity Equations},
author = {Ana Bela Cruzeiro and Zhongmin M. Qian},
journal= {arXiv preprint arXiv:1304.1319},
year = {2013}
}