Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712)
From MaRDI portal
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)
0 references
28 April 2014
0 references
stochastic Burgers equation
0 references
random coefficients
0 references
generalized Cole-Hopf transformation
0 references
stochastic heat equation
0 references
stochastic Feynman-Kac formulas
0 references
controllability
0 references
contingent claim pricing
0 references
