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arXiv · 1001.3367

On a forward-backward stochastic system associated to the Burgers equation

Ana Bela Cruzeiro·Evelina Shamarova
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Abstract

We describe a probabilistic construction of $H^s$-regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forward-backward stochastic system.

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Ana Bela Cruzeiro, Evelina Shamarova. 2011-01-18. On a forward-backward stochastic system associated to the Burgers equation. https://arxiv.org/abs/1001.3367

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