THE NAVIER-STOKES EQUATION AND FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL SYSTEMS

来源 :Workshop on Stochastic Analysis and Related Topics(“随机分析与相关问 | 被引量 : 0次 | 上传用户:vazumi126
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  Using stochastic forward-backward differential system, we will give the representations for Navier-Stokes equation, stochastic Navier stokes equation and Navier-Stokes equation on Riemannian manifolds. In particular, a kind of backward stochastic differential equations on Riemannian manifolds are introduced.
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