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A BPE model for the Burgers' equation

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  • Arturo Kohatsu
  • Shigeyoshi Ogawa

Abstract

We study the BPE (Brownian particle equation) model of the Burgers equation presented in the preceeding article [6]. More precisely, we are interested in establishing the existence and uniqueness properties of solutions using probabilistic techniques.

Suggested Citation

  • Arturo Kohatsu & Shigeyoshi Ogawa, 2003. "A BPE model for the Burgers' equation," Economics Working Papers 717, Department of Economics and Business, Universitat Pompeu Fabra.
    • Handle: RePEc:upf:upfgen:717
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    References listed on IDEAS

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    1. 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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      Keywords

      Burgers' equation; sde;

      JEL classification:

      • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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