Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 6289533
Language Label Description Also known as
default for all languages
No label defined
    English
    Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
    scientific article; zbMATH DE number 6289533

      Statements

      Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (English)
      0 references
      0 references
      0 references
      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
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references