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2D backward stochastic Navier-Stokes equations with nonlinear forcing
Authors:Jinniao Qiu  Yuncheng You
Affiliation:
  • a Department of Finance and Control Sciences, School of Mathematical Sciences, Fudan University, Shanghai 200433, China
  • b Graduate Department of Financial Engineering, Ajou University, San 5, Woncheon-dong, Yeongtong-gu, Suwon, 443-749, Korea
  • c Department of Mathematics and Statistics, University of South Florida, Tampa, FL 33620, USA
  • 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 the basis of the regularity of the deterministic Navier-Stokes dynamics and the stochastic properties of the Itô-type diffusion processes.
    Keywords:60H15   35R60   35R15   76D05   76M35
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