Probabilistic representation for mild solution of the Navier–Stokes equations

Abstract

This paper is based on a formulation of the Navier-Stokes equations developed by Iyer and Constantin \cite{Cont} , where the velocity field of a viscous incompressible fluid is written as the expected value of a stochastic process. Our contribution is to establish this probabilistic representation formula for mild solutions of the Navier-Stokes equations on $\mathbb{R}^{d} $.