We describe how some diffusion processes are obtained as critical points of variational principles, focusing on the case where the stochastic Lagrangian flows are associated with the (classical) Navier–Stokes equations. Stability of the flows is studied. Existence of the flows in various senses is discussed.
CITATION STYLE
Arnaudon, M., & Cruzeiro, A. B. (2015). Stochastic Lagrangian Flows and the Navier–Stokes Equations. In Progress in Probability (Vol. 68, pp. 55–75). Birkhauser. https://doi.org/10.1007/978-3-0348-0909-2_2
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