Abstract

ABSTRACTIn this project, we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman–Kac representation which solves a stochastic partial differential equation such that its Hopf–Cole transformation solves Burgers' equation. Finally, we obtain Hölder regularity and moment estimates for the solution to Burgers' equation.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call