26 citations · 59 across the 24 of their papers we have counts for
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Navier-Stokes equation and forward-backward stochastic differential system in the Besov spaces
Xin Chen, Ana Bela Cruzeiro, Zhongmin Qian
The Navier-Stokes equation on Rd (d greater or equal to 3) formulated on Besov spaces is considered. Using a stochastic forward-backward differential system, the local existence of…
Forward-backward systems of stochastic differential equations generated by Bernstein diffusions
Ana Bela Cruzeiro, Pierre-A. Vuillermot
In this short article we present new results that bring about hitherto unknown relations between certain Bernstein diffusions wandering in bounded convex domains of Euclidean space…
On a 2D stochastic Euler equation of transport type: existence and geometric formulation
Ana Bela Cruzeiro, Iván Torrecilla
We prove weak existence of Euler equation (or Navier-Stokes equation) perturbed by a multiplicative noise on bounded domains of with Dirichlet boundary conditions and…
Backward Stochastic Differential Equations Associated with the Vorticity Equations
Ana Bela Cruzeiro, Zhongmin M. Qian
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…