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Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations - MaRDI portal

Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations (Q4386043)

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scientific article; zbMATH DE number 1145851
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Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations
scientific article; zbMATH DE number 1145851

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    Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations (English)
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    26 April 1998
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    martingale problems
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    identity diffusion matrix
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    Lipschitz continuous matrices
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    Burgers' equation
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