Solving a non-linear stochastic pseudo-differential equation of Burgers type

DOI10.1016/J.SPA.2010.08.007MaRDI QIDQ608221zbMATH OpenOpenAlexWikidataFDO

Authors Niels Jacob, Alexander Potrykus, Jiang-Lun Wu

Publication date 25 November 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2010.08.007

zbMATH Keywords

transition densitymild equationsnon-linear stochastic pseudo-differential equationsLévy space-time white noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(17)

• On a nonlinear stochastic pseudo-differential equation driven by fractional noise
• On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
• Solving a nonlinear fractional stochastic partial differential equation with fractional noise
• Stochastic reaction-diffusion equations driven by jump processes
• Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise
• Gaussian fluctuation for spatial average of the stochastic pseudo-partial differential equation with fractional noise
• On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)
• Estimation of the drift parameter for the fractional stochastic heat equation via power variation
• The Burgers equation driven by a stochastic measure
• Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation
• Averaging principle for fractional heat equations driven by stochastic measures
• On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet
• Intermittency and stochastic pseudo-differential equation with spatially inhomogeneous white noise
• SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE
• The Burgers-type equation driven by a stochastic measure
• Generalized Anderson model with time-space multiplicative fractional noise
• Stochastic hyperbolic systems, small perturbations and pathwise approximation

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