On a stochastic Burgers equation with Dirichlet boundary conditions
The author proves the existence of a weak solution for the one-dimensional Burgers equation perturbed by a white noise term, with Dirichlet boundary conditions and a continuous (not necessarily Lipschitz) coefficient. The sequence of polygonal approximations is proved to be tight, and the martingale problem for the weak limit has a solution.
scientific article; zbMATH DE number 2012573