The Burgers equation driven by a stochastic measure
Probability
2024-09-11 v2 Mathematical Physics
math.MP
Abstract
We study the class of one-dimensional equations driven by a stochastic measure . For we assume only -additivity in probability. This class of equations include the Burgers equation and the heat equation. The existence and uniqueness of the solution are proved, and the averaging principle for the equation is studied.
Keywords
Cite
@article{arxiv.2407.15434,
title = {The Burgers equation driven by a stochastic measure},
author = {Vadym Radchenko},
journal= {arXiv preprint arXiv:2407.15434},
year = {2024}
}
Comments
14 pages