Applicable Analysis · 2013 · 17 citations · 11 references
Natural SciencesMathematicsDifferential EquationsProbability TheoryStochastic ProcessesDiffusion ProcessesPartial Differential EquationsStochastic CalculusStochastic Differential EquationsDiffusion EquationRegularizationStochastic Partial Differential EquationsStochastic Process DistributionsStrong SolutionsWeak Solutions
This work introduces a pathwise notion of solution for the stochastic Burgers equation, in particular, our approach encompasses the Cole–Hopf solution. The developments are based on regularization arguments from the theory of distributions.
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Konstantin Khanin · Physics Reports · 2007 · 400 citations · Full text
Stochastic integrals for spde’s: A comparison
Robert C. Dalang, Lluís Quer-Sardanyons · Expositiones Mathematicae · 2010 · 155 citations · Full text
Approximations to the Stochastic Burgers Equation
Martin Hairer · Journal of Nonlinear Science · 2011 · 66 citations · Full text