Stochastic Burgers equation with random initial velocities: a Malliavin calculus approach

DOI10.1137/120871882MaRDI QIDQ2855131zbMATH OpenOpenAlexFDO

Authors Salah Mohammed, Tu-Sheng Zhang

Publication date 24 October 2013

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/f119de192ca8381aa65aebd7f796298128f0d85d

zbMATH Keywords

anticipating Burgers equationMalliavin calculusrandom initial velocitysmooth cocyclestochastic Burgers equationstochastic semiflow

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(11)

• The inviscid Burgers equation with Brownian initial velocity
• Stochastic partial differential equations with gradient driven by space-time fractional noises
• Stochastic nonlocal conservation laws on whole space
• Global well-posedness and large deviations for 3D stochastic Burgers equations
• The Burgers equation with affine linear noise: dynamics and stability
• THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY
• Martingale and weak solutions for a stochastic nonlocal Burgers equation on finite intervals
• Stochastic Burgers' equation on the real line: regularity and moment estimates
• Stochastic partial differential equations driven by space-time fractional noises
• Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise
• The dynamics of the stochastic shadow Gierer-Meinhardt system

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