A BPE model for the Burgers' equation
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References listed on IDEAS
- Ogawa Shigeyoshi, 2001. "On a class of SPDEs called Brownian particle equation – Model for nonlinear diffusions," Monte Carlo Methods and Applications, De Gruyter, vol. 7(3-4), pages 321-328, December.
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KeywordsBurgers' equation; sde;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-05-26 (All new papers)
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