2011/04/28 by Lahcen Boulanba, Boulanba, Lahcen, Mohamed Mellouk +1
Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Physics Problems #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications
paper · doi:10.48550/arxiv.1104.5416
openalex publication_date 2011/04/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension d≥1, with a non-Lipschitz coefficient noisy term. The equation studied coincides in one dimension with the stochastic Burgers equation. Existence of a weak solution is established through an approximation procedure.