Martingale and weak solutions for a stochastic nonlocal Burgers equation on finite intervals

DOI10.1016/J.JMAA.2016.12.011MaRDI QIDQ504842zbMATH OpenOpenAlexFDO

Authors Guangying Lv, Jinqiao Duan

Publication date 17 January 2017

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.7691

zbMATH Keywords

Itô formulanonlocal Burgers equationProkhorov's theoremSkorokhod's embedding theoremstochastic Burgers equation

Mathematics Subject Classification ID

Weak solutions to PDEs (35D30) KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: This work is about the existence of martingale solutions and weak solutions for a stochastic nonlocal Burgers equation on bounded intervals. The existence of a martingale solution is shown by using a Galerkin approximation, Prokhorov's theorem and Skorokhod's embedding theorem. The same Galerkin approximation also leads to the existence of weak solution for the corresponding deterministic nonlocal Burgers equation on a bounded domain.

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Cited in

(18)

• Stochastic Burgers' equation with fractional derivative driven by multiplicative noise
• Invariant measure of stochastic fractional Burgers equation with degenerate noise on a bounded interval
• Limiting behavior of fractional stochastic integro-differential equations on unbounded domains
• Martingale solutions of stochastic nonlocal cross-diffusion systems
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• The impact of noise on Burgers equations
• Dynamics of discrete random Burgers-Huxley systems: attractor convergence and finite dimensional approximations
• Numerical ergodicity of a full-discrete exponential Euler scheme for stochastic Burgers-Huxley equation

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