Generalized Stochastic Burgers' Equation with Non-Lipschitz Diffusion Coefficient
Copyright policy )Generalized Stochastic Burgers' Equation with Non-Lipschitz Diffusion Coefficient
Summary: We study the existence of weak solutions to the one-dimensional generalized stochastic Burgers' equation with polynomial nonlinearity perturbed by space-time white noise with Dirichlet boundary conditions and \(\alpha\)-Hölder continuous coefficient in noise term, where \(\alpha\in[1/2,1)\). The existence of weak solutions is shown by solving an equivalent martingale problem.
Quasilinear parabolic equations, Stochastic partial differential equations (aspects of stochastic analysis), KdV equations (Korteweg-de Vries equations), PDEs with randomness, stochastic partial differential equations
Quasilinear parabolic equations, Stochastic partial differential equations (aspects of stochastic analysis), KdV equations (Korteweg-de Vries equations), PDEs with randomness, stochastic partial differential equations
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