Solving a non-linear stochastic pseudo-differential equation of Burgers type

DOI10.1016/j.spa.2010.08.007zbMath1203.60086OpenAlexW2084153634WikidataQ115341164 ScholiaQ115341164MaRDI QIDQ608221

Niels Jacob, Jiang-Lun Wu, Alexander Potrykus

Publication date: 25 November 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.08.007

zbMATH Keywords

transition densityLévy space-time white noisemild equationsnon-linear stochastic pseudo-differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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