Four types of solutions ( mild, weak, weak mild and strong ) of the so-called backward stochastic evolution equations in infinite dimensions are proved to exist...
Keywords: Backward stochastic evolution equation, mild solution, weak solution, weak mild solution, strong solution
06/2005 | Random Operators and Stochastic Equations, Walter de GruyterConsider the Navier–Stokes equations with the initial data a∈Lσ2(Rd)...
Keywords: uniqueness, Navier-Stokes equations, weak solution, multiplier space
01/2008 | Analysis, Oldenbourg WissenschaftsverlagWe prove a YamadaWatanabe theorem for forward-backward stochastic differential equations (FBSDEs)...
Keywords: Forward-backward stochastic differential equation, weak solution, YamadaWatanabe theorem, Girsanov theorem, Burgers equation
10/2007 | Random Operators and Stochastic Equations, Walter de Gruyter