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

See all articles by Shigeyoshi Ogawa

Shigeyoshi Ogawa

Ritsumeikan University, Dept of Math Sci

Arturo Kohatsu-Higa

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences

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

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

Shigeyoshi Ogawa

Ritsumeikan University, Dept of Math Sci ( email )

Japan

Arturo Kohatsu-Higa (Contact Author)

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences ( email )

Ramon Trias Fargas 25-27
Barcelona, 08005
Spain
(34-93) 542 27 50 (Phone)
(34-93) 542 17 46 (Fax)

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