Suppression of unbounded gradients in an SDE associated with the Burgers equation
From MaRDI portal
Publication:3402176
DOI10.1090/S0002-9939-09-10020-5zbMath1180.35589arXiv0804.1553OpenAlexW2104823084MaRDI QIDQ3402176
Olga S. Rozanova, Sergio A. Albeverio
Publication date: 2 February 2010
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0804.1553
Attractors (35B41) PDEs in connection with fluid mechanics (35Q35) Stochastic analysis applied to problems in fluid mechanics (76M35) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
Transient growth in stochastic Burgers flows ⋮ Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate ⋮ A probabilistic model associated with the pressureless gas dynamics ⋮ The Riccati system and a diffusion-type equation ⋮ On dependence of volatility on return for stochastic volatility models ⋮ A representation of solutions to a scalar conservation law in several dimensions ⋮ Some explicit formulas for calculation of conditional mathematical expectations of random variables and their applications ⋮ Singularity formation in the deterministic and stochastic fractional Burgers equation
Cites Work
- Unnamed Item
- Macroscopic transport equations for rarefied gas flows. Approximation methods in kinetic theory.
- The Fokker-Planck equation. Methods of solution and applications.
- Delta-shock waves as limits of vanishing viscosity for hyperbolic systems of conservation laws
- Invariant measures for Burgers equation with stochastic forcing
- THE NON-VISCOUS BURGERS EQUATION ASSOCIATED WITH RANDOM POSITION IN COORDINATE SPACE: A THRESHOLD FOR BLOW UP BEHAVIOUR
- Probabilistic interpretation for system of conservation law arising in adhesion particle dynamics
This page was built for publication: Suppression of unbounded gradients in an SDE associated with the Burgers equation
