Stochastics and stochastics reports · 1995 · 111 citations · 11 references
Multiplicative White NoiseCorresponding Transition SemigroupStochastic CalculusStochastic Dynamical SystemBurgers EquationFunctional AnalysisStochastic BurgersStochastic Differential Equation
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
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