A BPE model for the Burgers equation

DOI10.2977/prims/1145475812zbMath1060.60064OpenAlexW3125220174MaRDI QIDQ1885499

Arturo Kohatsu-Higa, Shigeyoshi Ogawa

Publication date: 5 November 2004

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1145475812

zbMATH Keywords

partial differential equationBrownian particle equationnoncausal stochastic integral

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
• On a class of SPDEs called Brownian particle equation – Model for nonlinear diffusions
• The stochastic integral of noncausal type as an extension of the symmetric integrals
• A partial differential equation with the white noise as a coefficient
• A stochastic particle method for the McKean-Vlasov and the Burgers equation
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