Stochastic geodesics and forward-backward stochastic differential equations on Lie groups

zbMath1325.60086MaRDI QIDQ489798

Ana Bela Cruzeiro, Xin Chen

Publication date: 21 January 2015

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: http://aimsciences.org/journals/displayPaperPro.jsp?paperID=9195

zbMATH Keywords

Navier-Stokes equationsLie groupsforward-backward stochastic differential equationsstochastic variational principlesLagrangian stochastic flowsstochastic geodesics

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Navier-Stokes equations (35Q30) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

A study of backward stochastic differential equation on a Riemannian manifold ⋮ Stochastic geodesics

This page was built for publication: Stochastic geodesics and forward-backward stochastic differential equations on Lie groups