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A BPE Model for the Burgers' Equation

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Author Info
Arturo Kohatsu
Shigeyoshi Ogawa
Abstract

We study the BPE (Brownian particle equation) model of the Burgers equation presented in the preceeding article [6]. More precisely, we are interested in establishing the existence and uniqueness properties of solutions using probabilistic techniques.

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File URL: http://www.econ.upf.edu/docs/papers/downloads/717.pdf
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Publisher Info
Paper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 717.

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Date of creation: Oct 2003
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Handle: RePEc:upf:upfgen:717

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Related research
Keywords: Burgers' equation; sde;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

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