Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6415168 | Journal of Functional Analysis | 2014 | 18 Pages |
Abstract
In this paper 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. A particular class of terminal values provide, via these probabilistic methods, solutions for the vorticity equation.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
A.B. Cruzeiro, Z.M. Qian,