{"title":"On a stochastic Burgers equation with Dirichlet boundary conditions","authors":"E. T. Kolkovska","doi":"10.1155/S0161171203211121","DOIUrl":null,"url":null,"abstract":"We consider the one-dimensional Burgers equation perturbed by a white noise term with Dirichlet boundary conditions and a non-Lipschitz coefficient. We obtain existence of a weak solution proving tightness for a sequence of polygonal approximations for the equation and solving a martingale problem for the weak limit.","PeriodicalId":39893,"journal":{"name":"INTERNATIONAL JOURNAL OF MATHEMATICS AND MATHEMATICAL SCIENCES","volume":"2003 1","pages":"2735-2746"},"PeriodicalIF":1.0000,"publicationDate":"2003-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1155/S0161171203211121","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"INTERNATIONAL JOURNAL OF MATHEMATICS AND MATHEMATICAL SCIENCES","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1155/S0161171203211121","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 6
Abstract
We consider the one-dimensional Burgers equation perturbed by a white noise term with Dirichlet boundary conditions and a non-Lipschitz coefficient. We obtain existence of a weak solution proving tightness for a sequence of polygonal approximations for the equation and solving a martingale problem for the weak limit.
期刊介绍：
The International Journal of Mathematics and Mathematical Sciences is a refereed math journal devoted to publication of original research articles, research notes, and review articles, with emphasis on contributions to unsolved problems and open questions in mathematics and mathematical sciences. All areas listed on the cover of Mathematical Reviews, such as pure and applied mathematics, mathematical physics, theoretical mechanics, probability and mathematical statistics, and theoretical biology, are included within the scope of the International Journal of Mathematics and Mathematical Sciences.
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