Stochastic generalized Burgers equations driven by fractional noises

The existence and uniqueness are proved for the solutions to a class of stochastic generalized Burgers equations driven by multi-parameter fractional noises. In addition, the existence and moment estimate are also obtained for the density of such a solution.

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Bibliographic Details
Published inJournal of Differential Equations Vol. 252; no. 2; pp. 1934 - 1961
Main Authors Jiang, Yiming, Wei, Tingting, Zhou, Xiaowen
Format Journal Article
LanguageEnglish
Published Elsevier Inc 15.01.2012
Subjects
Density of the law
Fractional noise
Malliavin calculus
Stochastic generalized Burgers equation
Density of the law
35R60
Stochastic generalized Burgers equation
Malliavin calculus
60H15
Fractional noise
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Summary:The existence and uniqueness are proved for the solutions to a class of stochastic generalized Burgers equations driven by multi-parameter fractional noises. In addition, the existence and moment estimate are also obtained for the density of such a solution.
ISSN:0022-0396
1090-2732
DOI:10.1016/j.jde.2011.07.032