Stochastic Burgers' Equation on the Real Line: Regularity and Moment Estimates
Probability
2017-09-21 v1
Abstract
In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac representation which solves a stochastic partial differential equation such that its Hopf-Cole transformation solves Burgers' equation. Finally, we obtain H\"older regularity and moment estimates for the solution to Burgers' equation.
Keywords
Cite
@article{arxiv.1709.06966,
title = {Stochastic Burgers' Equation on the Real Line: Regularity and Moment Estimates},
author = {Peter Lewis and David Nualart},
journal= {arXiv preprint arXiv:1709.06966},
year = {2017}
}
Comments
29 pages