The stochastic Burgers equation

DOI10.1007/BF02099769zbMath0807.60062OpenAlexW1983187536MaRDI QIDQ1338868

Lorenzo Bertini, Giovanni Jona-Lasinio, Nicoletta Cancrini

Publication date: 23 November 1994

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02099769

zbMATH Keywords

Burgers equationCole-Hopf transformationstochastic integralsgeneralized Feynman-Kac formulamultiplicative half white noise

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic analysis (60H99)

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