Stochastic Burgers equation with Levy space-time white noise

被引:28
|
作者
Truman, A [1 ]
Wu, JL [1 ]
机构
[1] Univ Coll Swansea, Dept Math, Swansea SA2 8PP, W Glam, Wales
关键词
D O I
10.1142/9789812703989_0020
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The purpose of this paper is to investigate the Cauchy problem for the following stochastic Burgers equation (partial derivative/partial derivativet - partial derivative(2)/partial derivativex(2)) u(t,x) + 1/2 partial derivative[u(2)(t,x)/partial derivativex] = a(t,x,u(t,x)) + b(t,x,u(t,x)) F-t,F-x with suitable initial condition (for all (t,x) is an element of [0, infinity) x ), where F-t,F-x is a Levy space-time white noise. The problem is interpreted as a stochastic integral equation of jump type involving the heat kernel. We obtain existence of a unique local solution in the L-2 sense and show that it gives rise to a (local) stochastic flow (in time).
引用
收藏
页码:298 / 323
页数:26
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