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math.PR2023
Forward-backward stochastic differential equations on tensor fields and application to Navier-Stokes equations on Riemannian manifolds
Xin Chen, Ana Bela Cruzeiro, Wenjie Ye +1
In this paper we introduce a class of forward-backward stochastic differential equations on tensor fields of Riemannian manifolds, which are related to semi-linear parabolic partia…
math.PR2023
Pathwise stochastic control and a class of stochastic partial differential equations
Neeraj Bhauryal, Ana Bela Cruzeiro, Carlos Oliveira
We consider a pathwise stochastic optimal control problem and study the associated (not necessarily adapted) Hamilton-Jacobi-Bellman stochastic partial differential equation. We sh…