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On a Forward and a Backward Stochastic Euler Equation

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Nonlinear Differential Equations and Applications (PICNDEA 2022)

Part of the book series: CIM Series in Mathematical Sciences ((CIMSMS,volume 7))

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Abstract

We derive a stochastic Euler equation with transport noise and terminal time condition from a variational principle and relate it to the corresponding (and better known) forward equation.

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Acknowledgements

The authors were supported by FCT Portuguese grant UIDB/00208/2020.

Author information

Authors and Affiliations

  1. Grupo de Física Matemática, Faculdade de Ciências da Universidade de Lisboa, Lisbon, Portugal

    Neeraj Bhauryal

  2. GFM and Dep. de Matemática, Instituto Superior Técnico, Universidade de Lisboa, Lisbon, Portugal

    Ana Bela Cruzeiro

Authors
  1. Neeraj Bhauryal
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  2. Ana Bela Cruzeiro
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Corresponding author

Correspondence to Ana Bela Cruzeiro .

Editor information

Editors and Affiliations

  1. Department of Mathematics, University of Pisa, Pisa, Italy

    Hugo Beirão da Veiga

  2. Department of Mathematics, Centro de Investigação em Matemática e Aplicações (CIMA), University of Évora, Évora, Portugal

    Feliz Minhós

  3. Department of Mathematics, Faculty of Sciences, University of Lisbon, Lisbon, Portugal

    Nicolas Van Goethem

  4. Department of Mathematics, Faculty of Sciences, University of Lisbon, Lisbon, Portugal

    Luís Sanchez Rodrigues

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Bhauryal, N., Cruzeiro, A.B. (2024). On a Forward and a Backward Stochastic Euler Equation. In: Beirão da Veiga, H., Minhós, F., Van Goethem, N., Sanchez Rodrigues, L. (eds) Nonlinear Differential Equations and Applications. PICNDEA 2022. CIM Series in Mathematical Sciences, vol 7. Springer, Cham. https://doi.org/10.1007/978-3-031-53740-0_3

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