The Burgers equation driven by a stochastic measure
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Cites work
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- A generalized Gronwall inequality and its application to a fractional differential equation
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Cited in
(23)- On the uniqueness of invariant measure of the Burgers equation driven by Lévy processes
- Front speed in the Burgers equation with a random flux
- Lévy-process intrinsic statistical solutions of a randomly forced Burgers equation
- Moment estimates for invariant measures of stochastic Burgers equations
- Averaging principle of stochastic Burgers equation driven by Lévy processes
- On the Burgers equation with a stochastic stepping-stone noisy term
- The inviscid Burgers equation with initial data of Brownian type
- The Burgers equation under deterministic and stochastic forcing
- The Burgers-type equation driven by a stochastic measure
- Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP
- scientific article; zbMATH DE number 3915880 (Why is no real title available?)
- Burgers' equation by non-local shot noise data
- THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY
- The Gaussian structure of the singular stochastic Burgers equation
- Stationary measures for a randomly forced burgers equation
- Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems
- The Stochastic Burger's Equation in Ito's Sense
- Convergence to the stochastic Burgers equation from a degenerate microscopic dynamics
- Statistical theory for the stochastic Burgers equation in the inviscid limit
- Crossover to the stochastic Burgers equation for the WASEP with a slow bond
- The inviscid Burgers equation with Brownian initial velocity
- Fluctuation exponent of the KPZ/stochastic Burgers equation
- One-dimensional stochastic Burgers equation driven by Lévy processes
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