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On a Stochastic PDE Related to Burgers’ Equation with Noise

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Nonlinear Stochastic PDEs

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 77))

Abstract

A rigorous treatment for an SPDE describing some physical processes is given. The equation is also related to Burgers’ equation with noise via the so-called Hopf-Cole Transformation.

Supported by grants from Japan Society for the Promotion of Science.

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References

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© 1996 Springer-Verlag New York, Inc.

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Handa, K. (1996). On a Stochastic PDE Related to Burgers’ Equation with Noise. In: Funaki, T., Woyczynski, W.A. (eds) Nonlinear Stochastic PDEs. The IMA Volumes in Mathematics and its Applications, vol 77. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8468-7_9

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  • DOI: https://doi.org/10.1007/978-1-4613-8468-7_9

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-8470-0

  • Online ISBN: 978-1-4613-8468-7

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