The Burgers superprocess

Guillaume Bonnet and Robert J. Adler

Stochastic Processes and their Applications, 2007, vol. 117, issue 2, 143-164

Abstract: We define the Burgers superprocess to be the solution of the stochastic partial differential equation where t>=0, , and W is space-time white noise. Taking [gamma]=0 gives the classic Burgers equation, an important, non-linear, partial differential equation. Taking [lambda]=0 gives the super-Brownian motion, an important, measure valued, stochastic process. The combination gives a new process which can be viewed as a superprocess with singular interactions. We prove the existence of a solution to this equation and its Hölder continuity, and discuss (but cannot prove) uniqueness of the solution.

Keywords: Burgers; equation; Superprocess; Stochastic; partial; differential; equation (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(06)00090-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:117:y:2007:i:2:p:143-164

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().