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journal article

Rough Burgers-like equations with multiplicative noise

Hairer, Martin  
•
Weber, Hendrik
February 1, 2013
PROBABILITY THEORY AND RELATED FIELDS

We construct solutions to vector valued Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods. We use the theory of controlled rough paths to give a meaning to the spatial integrals involved in the definition of a weak solution. Subject to the choice of the correct reference rough path, we prove unique solvability for the equation and we show that our solutions are stable under smooth approximations of the driving noise.

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Type
journal article
DOI
10.1007/s00440-011-0392-1
Web of Science ID

WOS:000313736500003

Author(s)
Hairer, Martin  
Weber, Hendrik
Date Issued

2013-02-01

Publisher

SPRINGER

Published in
PROBABILITY THEORY AND RELATED FIELDS
Volume

155

Issue

1-2

Start page

71

End page

126

Subjects

PARTIAL-DIFFERENTIAL-EQUATIONS

•

TIME WHITE-NOISE

•

STOCHASTIC QUANTIZATION

•

DRIVEN

•

SIGNALS

•

PATHS

•

SPDES

•

Science & Technology

•

Physical Sciences

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
FunderFunding(s)Grant NumberGrant URL

EPSRC

EP/D071593/1

Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241249
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