A BPE model for the Burgers equation (Q1885499)

The authors first introduce the noncausal stochastic calculus following \textit{S. Ogawa} [Rend. Accad. Naz. Sci., Detta XL, V. Ser. 25, 125--139 (2001)]. Then they study a Brownian particle equation (BPE) introduced by \textit{S. Ogawa} [Monte Carlo Methods Appl. 7, 321--328 (2001; Zbl 0979.60048)]. In terms of the BPE, they give a probabilistic representation of the Cauchy problem for the following Burgers equation: \[ {{\partial \bar u}\over{\partial t}}(t,x) + \nu\sigma(t,x) {{\partial \bar u^2}\over{\partial x}}(t,x) = {{\sigma(t,x)^2}\over{2}} {{\partial^2 \bar u}\over{\partial x^2}}(t,x) + b(t,x) {{\partial \bar u}\over{\partial t}}(t,x). \]