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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 7–34
(Mi znsl6879)
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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
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.
Received: 01.11.2019
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
Linking options:
https://www.mathnet.ru/eng/znsl6879 https://www.mathnet.ru/eng/znsl/v486/p7
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Abstract page: | 87 | Full-text PDF : | 36 | References: | 23 |
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