Dynamic programming for the stochastic Navier-Stokes equations

Authors
da Prato, G Debussche, A
Citation
G. Da Prato et A. Debussche, Dynamic programming for the stochastic Navier-Stokes equations, ESAIM-M MOD, 34(2), 2000, pp. 459-475
Citations number
21
Categorie Soggetti
Mathematics
Journal title
ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE
ISSN journal
0764583X → ACNP
Volume
34
Issue
2
Year of publication
2000
Pages
459 - 475
Database
ISI
SICI code
0764-583X(200003/04)34:2<459:DPFTSN>2.0.ZU;2-1
Abstract
We solve an optimal cost problem for a stochastic Navier-Stokes equation in space dimension 2 by proving existence and uniqueness of a smooth solution of the corresponding Hamilton-Jacobi-Bellman equation.