The Burgers equation driven by a stochastic measure
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866912020623785984 |
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| author | Radchenko, Vadym |
| author_facet | Radchenko, Vadym |
| contents | We study the class of one-dimensional equations driven by a stochastic measure $μ$. For $μ$ we assume only $σ$-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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_15434 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The Burgers equation driven by a stochastic measure Radchenko, Vadym Probability Mathematical Physics 60H15, 60G57 We study the class of one-dimensional equations driven by a stochastic measure $μ$. For $μ$ we assume only $σ$-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. |
| title | The Burgers equation driven by a stochastic measure |
| topic | Probability Mathematical Physics 60H15, 60G57 |
| url | https://arxiv.org/abs/2407.15434 |