A BPE model for the Burgers' equation
AbstractWe study the BPE (Brownian particle equation) model of the Burgers equation presented in the preceeding article . More precisely, we are interested in establishing the existence and uniqueness properties of solutions using probabilistic techniques.
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Bibliographic InfoPaper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 717.
Date of creation: Oct 2003
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Web page: http://www.econ.upf.edu/
Burgers' equation; sde;
Find related papers by JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-05-26 (All new papers)
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