A Markov jump process approximation of the stochastic Burgers equation

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dc.creatorGugg, Christoph
dc.creatorDuan, Jinqiao
dc.date2004-08-24
dc.date.accessioned2026-07-07T05:11:30Z
dc.date.available2026-07-07T05:11:30Z
dc.descriptionWe consider the stochastic Burgers equation $ \dnachd{t} ψ(t,r) = Δψ(t,r) + \nabla ψ^2(t,r)+\sqrt{γψ(t,r)} η(t,r) $ with periodic boundary conditions, where $t \ge 0,$ $r \in [0,1],$ and $η$ is some space-time white noise. A certain Markov jump process is constructed to approximate a solution of this equation.}
dc.descriptionin press
dc.identifierhttps://arxiv.org/abs/math/0408323
dc.identifierhttp://arxiv.org/abs/math/0408323
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/72264
dc.subjectDynamical Systems
dc.subjectProbability
dc.titleA Markov jump process approximation of the stochastic Burgers equation
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