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arxiv: 1001.3367 · v2 · pith:CSIT4K7Inew · submitted 2010-01-19 · 🧮 math.PR · math.AP

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

classification 🧮 math.PR math.AP
keywords burgersequationforward-backwardstochasticsystemassociatedcharacterizationconstruction
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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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