journal article
Rough Burgers-like equations with multiplicative noise
February 1, 2013
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.
Type
journal article
Web of Science ID
WOS:000313736500003
Author(s)
Weber, Hendrik
Date Issued
2013-02-01
Publisher
Published in
Volume
155
Issue
1-2
Start page
71
End page
126
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
September 17, 2024
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