On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws

DOI10.1016/J.JFA.2006.01.012MaRDI QIDQ852596zbMATH OpenOpenAlexFDO

Authors Aubrey Truman, Jiang-Lun Wu

Publication date 15 November 2006

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2006.01.012

zbMATH Keywords

stochastic integral equations of jump typesymmetric integro-differential operators

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(13)

• On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
• Ergodicity of linear SPDE driven by Lévy noise
• Solving a non-linear stochastic pseudo-differential equation of Burgers type
• On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)
• Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
• Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
• On a semilinear stochastic partial differential equation with double-parameter fractional noises
• Moderate deviations for a class of semilinear SPDE with fractional noises
• Decaying turbulence for the fractional subcritical Burgers equation
• Maximum principles for nonlocal parabolic Waldenfels operators
• Regularity of a fractional partial differential equation driven by space-time white noise
• On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet
• SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE

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