Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations
The backward two-dimensional stochastic Navier-Stokes equations (BSNSEs, for short) with suitable perturbations are studied in this paper, over bounded domains for incompressible fluid flow. A priori estimates for adapted solutions of the BSNSEs are obtained which reveal a pathwise L[infinity](H) bound on the solutions. The existence and uniqueness of solutions are proved by using a monotonicity argument for bounded terminal data. The continuity of the adapted solutions with respect to the terminal data is also established.
Year of publication: |
2009
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Authors: | Sundar, P. ; Yin, Hong |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 4, p. 1216-1234
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Publisher: |
Elsevier |
Keywords: | Backward stochastic Navier-Stokes equations The Ito formula Galerkin approximation Monotonicity |
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