Paper #717

Títol:

A BPE model for the Burgers' equation

Autors:

Arturo Kohatsu i Shigeyoshi Ogawa

Data:

Octubre 2003

Resum:

We study the BPE (Brownian particle equation) model of the Burgers equation presented in the preceeding article [6]. More precisely, we are interested in establishing the existence and uniqueness properties of solutions using probabilistic techniques.

Paraules clau:

Burgers' equation, sde

Codis JEL:

C15

Àrea de Recerca:

Estadística, Econometria i Mètodes Quantitatius

Publicat a:

Publications of the Research Institute for the Mathematical Sciences, 2004

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