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Limit theorem for the statistical solution of Burgers equation

Author

Listed:
  • Dermoune, A.
  • Hamadène, S.
  • Ouknine, Y.

Abstract

In this work we study limit theorems for the Hopf-Cole solution of the Burgers equation when the initial value is a functional of some Gaussian processes. We use the Gaussian chaos decomposition, and we get "Gaussian scenario" with new normalization factors.

Suggested Citation

  • Dermoune, A. & Hamadène, S. & Ouknine, Y., 1999. "Limit theorem for the statistical solution of Burgers equation," Stochastic Processes and their Applications, Elsevier, vol. 81(2), pages 217-230, June.
  • Handle: RePEc:eee:spapps:v:81:y:1999:i:2:p:217-230
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    References listed on IDEAS

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    1. de Haan, L. & Resnick, S. I., 1979. "Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions," Stochastic Processes and their Applications, Elsevier, vol. 8(3), pages 349-355, May.
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    Cited by:

    1. N. N. Leonenko & M. D. Ruiz-Medina, 2008. "Gaussian Scenario for the Heat Equation with Quadratic Potential and Weakly Dependent Data with Applications," Methodology and Computing in Applied Probability, Springer, vol. 10(4), pages 595-620, December.

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