Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation |
scientific article |
Statements
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (English)
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28 April 2014
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stochastic Burgers equation
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random coefficients
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generalized Cole-Hopf transformation
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stochastic heat equation
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stochastic Feynman-Kac formulas
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controllability
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contingent claim pricing
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