Stochastic burgers equation with correlated noise

Giuseppe Da Prato, Dariusz Ga̧tarek

Stochastics and stochastics reports · 1995 · 111 citations · 11 references

Concepts

Abstract

We consider a Burgers equation perturbed by a multiplicative white noise. We prove the existence and uniqueness of the global solution as well as the strong Feller property and irreducibility for the corresponding transition semigroup. We close the paper by proving existence and uniqueness of an invariant measure

References

11