Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
From MaRDI portal
Publication:2340889
Recommendations
- The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
- scientific article; zbMATH DE number 2147516
- Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
- Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
- A new approach to Kolmogorov equations in infinite dimensions and applications to stochastic generalized Burgers equations
Cites work
- \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise
- A one-dimensional analysis of real and complex turbulence and the Maxwell set for the stochastic Burgers equation
- Algorithm refinement for the stochastic Burgers' equation
- Dissipativity and invariant measures for stochastic Navier-Stokes equations
- Ergodicity for Infinite Dimensional Systems
- Ergodicity of linear SPDE driven by Lévy noise
- Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise
- Fluctuation exponent of the KPZ/stochastic Burgers equation
- Genealogy of shocks in Burgers turbulence with white noise initial velocity
- Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise
- Invariant measures for Burgers equation with stochastic forcing
- Large deviation principle of occupation measure for stochastic Burgers equation
- On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws
- One-dimensional stochastic Burgers equation driven by Lévy processes
- Poincaré inequality for linear SPDE driven by Lévy noise
- REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS
- Statistics of shocks in solutions of inviscid Burgers equation
- Stochastic Burgers' equation
- The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
- The partial differential equation ut + uux = μxx
- The stochastic Burgers equation
Cited in
(5)- Averaging principle for one dimensional stochastic Burgers equation
- Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
- Lipschitz continuity of the pseudo resolvent of the stochastic Burgers equation
- Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
- The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
This page was built for publication: Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2340889)