Department of Economics and Business - Universitat Pompeu Fabra

Title:: A BPE model for the Burgers' equation
Authors:: Arturo Kohatsu and Shigeyoshi Ogawa
Date:: October 2003
Abstract:: 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.
Keywords:: Burgers' equation, sde
JEL codes:: C15
Area of Research:: Statistics, Econometrics and Quantitative Methods
Published in:: Publications of the Research Institute for the Mathematical Sciences, 2004

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