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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 7–34 (Mi znsl6879)  

Markov processes and magneto-hydrodynamic systems

Ya. I. Belopolskayaab

a St. Petersburg State University of Architecture and Civil Engineering
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
References:
Abstract: We derive a stochastic interpretation of a generalised solution of the Cauchy problem for a 3-dimensional magneto-hydrodynamic system, called MHD-Burgerssystem. We construct a mollified MHD-Burgers system and prove the the existence and uniqueness of a measure-valued solution of the Cauchy problem for this system. Finally, we justify a limiting procedure with respect to a mollification parameter and thus prove existence and uniqueness of the Cauchy problem solution for the original MHD-Burgers system. We construct as well a probabilistic representation of this solution.
Key words and phrases: stochastic differential equations, 3-dimensional MHD-Burgers system generalised solutions of the Cauchy problem.
Funding agency Grant number
Russian Science Foundation 17-11-01136
Received: 01.11.2019
Document Type: Article
UDC: 519.2
Language: Russian
Citation: Ya. I. Belopolskaya, “Markov processes and magneto-hydrodynamic systems”, Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, POMI, St. Petersburg, 2019, 7–34
Citation in format AMSBIB
\Bibitem{Bel19}
\by Ya.~I.~Belopolskaya
\paper Markov processes and magneto-hydrodynamic systems
\inbook Probability and statistics. Part~28
\serial Zap. Nauchn. Sem. POMI
\yr 2019
\vol 486
\pages 7--34
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6879}
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  • https://www.mathnet.ru/eng/znsl/v486/p7
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