On a stochastic Burgers equation with Dirichlet boundary conditions

Ekaterina T. Kolkovska

International Journal of Mathematics and Mathematical Sciences, 2003, vol. 2003, 1-12

Abstract:

We consider the one-dimensional Burgers equation perturbed by a white noise term with Dirichlet boundary conditions and a non-Lipschitz coefficient. We obtain existence of a weak solution proving tightness for a sequence of polygonal approximations for the equation and solving a martingale problem for the weak limit.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:171794

DOI: 10.1155/S0161171203211121

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