Limit theorem for the statistical solution of Burgers equation

A. Dermoune, S. Hamadène and Y. Ouknine

Stochastic Processes and their Applications, 1999, vol. 81, issue 2, 217-230

Abstract: In this work we study limit theorems for the Hopf-Cole solution of the Burgers equation when the initial value is a functional of some Gaussian processes. We use the Gaussian chaos decomposition, and we get "Gaussian scenario" with new normalization factors.

Keywords: Hopf-Cole; solution; Burgers; equation; Chaos; decomposition; Gaussian; process (search for similar items in EconPapers)
Date: 1999
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