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Martingale and Weak Solutions for a Stochastic Nonlocal Burgers Equation on Bounded Intervals

Probability 2014-10-29 v1

Abstract

This work is about the existence of martingale solutions and weak solutions for a stochastic nonlocal Burgers equation on bounded intervals. The existence of a martingale solution is shown by using a Galerkin approximation, Prokhorov's theorem and Skorokhod's embedding theorem. The same Galerkin approximation also leads to the existence of weak solution for the corresponding deterministic nonlocal Burgers equation on a bounded domain.

Keywords

Cite

@article{arxiv.1410.7691,
  title  = {Martingale and Weak Solutions for a Stochastic Nonlocal Burgers Equation on Bounded Intervals},
  author = {Guangying Lv and Jinqiao Duan},
  journal= {arXiv preprint arXiv:1410.7691},
  year   = {2014}
}

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