On a Forward-backward Stochastic System Associated to the Burgers Equation
DOI10.1007/978-3-0348-0097-6_4zbMath1250.65012arXiv1001.3367OpenAlexW1643484149MaRDI QIDQ2909973
Ana Bela Cruzeiro, Evelina Shamarova
Publication date: 7 September 2012
Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.3367
KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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