A BPE model for the Burgers' equation

Arturo Kohatsu and Shigeyoshi Ogawa

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

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 (search for similar items in EconPapers)
JEL-codes: C15 (search for similar items in EconPapers)
Date: 2003-10
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