REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS
DOI10.1142/S0219493709002798zbMATH Open1192.60083MaRDI QIDQ3405585FDOQ3405585
Authors: Yong Liu, Huaizhong Zhao 
Publication date: 10 February 2010
Published in: Stochastics and Dynamics (Search for Journal in Brave)
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Cites Work
- Weak solutions and attractors for three-dimensional Navier-Stokes equations with nonregular force
- Attractors for random dynamical systems
- Random attractors
- Smooth stable and unstable manifolds for stochastic evolutionary equations
- Ergodicity of 2D Navier-Stokes equations with random forcing and large viscosity
- Stationary solutions of SPDEs and infinite horizon BDSDEs
- Title not available (Why is that?)
- A stochastic pitchfork bifurcation in a reaction-diffusion equation
- Ergodicity for Infinite Dimensional Systems
- Two results concerning asymptotic behavior of solutions of the Burgers equation with force
- Random periodic solutions of random dynamical systems
- The stable manifold theorem for stochastic differential equations
- Stochastic Burgers' equation
- Dissipativity and invariant measures for stochastic Navier-Stokes equations
- Topological fixed point theorems do not hold for random dynamical systems
Cited In (18)
- On backward SPDEs without proper Cauchy condition
- Degenerate backward SPDEs in bounded domains and applications to barrier options
- On forward and backward SPDEs with non-local boundary conditions
- On degenerate backward SPDEs in bounded domains under non-local conditions
- Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding
- Well-posedness of stochastic 2D hydrodynamics type systems with multiplicative Lévy noises
- Ergodicity of linear SPDE driven by Lévy noise
- The Burgers equation with affine linear noise: dynamics and stability
- Pathwise random periodic solutions of stochastic differential equations
- Stationary weak solutions for stochastic 3D Navier-Stokes equations with Lévy noise
- Stochastic Burgers equation with random initial velocities: a Malliavin calculus approach
- First order BSPDEs in higher dimension for optimal control problems
- Pathwise analysis and parameter estimation for the stochastic Burgers equation
- Averaging principle for one dimensional stochastic Burgers equation
- Stationary solutions of SPDEs and infinite horizon BDSDEs
- Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
- Stationary stochastic viscosity solutions of SPDEs
- Stationary solutions to the stochastic Burgers equation on the line
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