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A model of stochastic differential equation in Hilbert applicable to Navier-Stokes equation in dimension 2

dc.contributor.authorBensoussan, Alain
dc.date.accessioned2014-12-15T09:25:04Z
dc.date.available2014-12-15T09:25:04Z
dc.date.issued1990
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/14424
dc.language.isoenen
dc.subjectnonlinearityen
dc.subjectNavier-Stokes equationen
dc.subjectdimension 2en
dc.subject.ddc515en
dc.titleA model of stochastic differential equation in Hilbert applicable to Navier-Stokes equation in dimension 2en
dc.typeCommunication / Conférence
dc.description.abstractenNagase has given new results for the existence of solutions of stochastic partial differential equations. The main idea is to use a compactness argument based on a special Hilbert space introduced by J. L. Lions (1961) in the context of parabolic linear partial differential equations. Previously, the author considered a class of nonlinear partial differential equations which generalize those of Nagase as far as the nonlinearity is considered. Here the author considers another class of nonlinearity which covers the Navier-Stokes equation in dimension 2.en
dc.identifier.citationpages2335-2336en
dc.relation.ispartoftitleProceedings of the 29th IEEE Conference on Decision and Control, 1990.,en
dc.relation.ispartofpublnameIEEEen
dc.relation.ispartofdate1990
dc.subject.ddclabelAnalyseen
dc.relation.conftitle29th IEEE Conference on Decision and Control, 1990.en
dc.relation.confdate1990-12
dc.relation.confcityHonoluluen
dc.relation.confcountryÉtats-Unisen
dc.relation.forthcomingnonen
dc.identifier.doihttp://dx.doi.org/10.1109/CDC.1990.204043en


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