Martingale and weak solutions for a stochastic nonlocal Burgers equation on finite intervals
From MaRDI portal
Publication:504842
DOI10.1016/j.jmaa.2016.12.011zbMath1375.60113arXiv1410.7691OpenAlexW2962690887MaRDI QIDQ504842
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
Itô formulastochastic Burgers equationProkhorov's theoremnonlocal Burgers equationSkorokhod's embedding theorem
KdV equations (Korteweg-de Vries equations) (35Q53) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Martingales and classical analysis (60G46)
Related Items
On a stochastic nonlocal conservation law in a bounded domain, Stochastic Burgers' equation with fractional derivative driven by multiplicative noise, The impact of noise on Burgers equations, Stochastic nonlocal conservation laws on whole space, Nonlocal elliptic equations involving measures, Asymptotic behavior of fractional stochastic heat equations in materials with memory, 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
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