A Bpe Model for the Burgers' Equation
UPF Economics and Business Working Paper No. 717
18 Pages Posted: 12 Jul 2004 Last revised: 14 Jun 2009
Date Written: October 1, 2003
Abstract
We study the BPE (Brownian particle equation) model of the Burgers equation presented in the preceeding article. More precisely, we are interested in establishing the existence and uniqueness properties of solutions using probabilistic techniques.
Keywords: Burgers' equation, SDE
JEL Classification: C15
Suggested Citation: Suggested Citation
Ogawa, Shigeyoshi and Kohatsu-Higa, Arturo, A Bpe Model for the Burgers' Equation (October 1, 2003). UPF Economics and Business Working Paper No. 717, Available at SSRN: https://ssrn.com/abstract=563227 or http://dx.doi.org/10.2139/ssrn.563227
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