Add to ORKGIn this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial differential equations of Burgers type. Un- der certain conditions, we derive a generalised Burgers equation from a stochastic differential equation. We also give some economic inter- pretation of our result as well as the relevant conditions
When the initial condition u0 to a parabolic Burgers ’ SPDE (containing a quadratic term) belongs to...
This Ph.D. thesis is concerned with studying solutions u of a generalised Burgers equation on the ci...
Even if numerical simulation of the Burgers' equation is well documented in the literature, a detail...
In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial ...
A.Neate, A. Truman. On the stochastic Burgers equation and some applications to turbulence and astro...
Using Girsanov transformation, we derive a new link from stochastic differential equations of Markov...
On the approximation of the stochastic Burgers equation / H. Kielhöfer, C. Gugg, M. Niggemann. - In:...
In this paper we show that solutions of stochastic partial differ- ential equations driven by Browni...
We consider stochastic semilinear partial differential equations with burgers-type nonlinear terms. ...
The paper is devoted to investigation of a number of difference-differential equations, among them t...
Stochastic heat and Burgers equations and their singularities. I. Geometrical propertie
AbstractIn this paper, we study the initial value problem for a class of non-linear stochastic equat...
International audienceWe consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and ...
A statistical theory is developed for the stochastic Burgers equation in the in-viscid limit. Master...
Orientador: Pedro Jose CatuognoDissertação (mestrado) - Universidade Estadual de Campinas, Instituto...
When the initial condition u0 to a parabolic Burgers ’ SPDE (containing a quadratic term) belongs to...
This Ph.D. thesis is concerned with studying solutions u of a generalised Burgers equation on the ci...
Even if numerical simulation of the Burgers' equation is well documented in the literature, a detail...
In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial ...
A.Neate, A. Truman. On the stochastic Burgers equation and some applications to turbulence and astro...
Using Girsanov transformation, we derive a new link from stochastic differential equations of Markov...
On the approximation of the stochastic Burgers equation / H. Kielhöfer, C. Gugg, M. Niggemann. - In:...
In this paper we show that solutions of stochastic partial differ- ential equations driven by Browni...
We consider stochastic semilinear partial differential equations with burgers-type nonlinear terms. ...
The paper is devoted to investigation of a number of difference-differential equations, among them t...
Stochastic heat and Burgers equations and their singularities. I. Geometrical propertie
AbstractIn this paper, we study the initial value problem for a class of non-linear stochastic equat...
International audienceWe consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and ...
A statistical theory is developed for the stochastic Burgers equation in the in-viscid limit. Master...
Orientador: Pedro Jose CatuognoDissertação (mestrado) - Universidade Estadual de Campinas, Instituto...
When the initial condition u0 to a parabolic Burgers ’ SPDE (containing a quadratic term) belongs to...
This Ph.D. thesis is concerned with studying solutions u of a generalised Burgers equation on the ci...
Even if numerical simulation of the Burgers' equation is well documented in the literature, a detail...