Paper #717

Título:

A BPE model for the Burgers' equation

Autores:

Arturo Kohatsu y Shigeyoshi Ogawa

Data:

Octubre 2003

Resumen:

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.

Palabras clave:

Burgers' equation, sde

Códigos JEL:

C15

Área de investigación:

Estadística, Econometría y Métodos Cuantitativos

Publicado en:

Publications of the Research Institute for the Mathematical Sciences, 2004

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