Strong solution of the stochastic Burgers equation
P. Catuogno, C. Olivera

TL;DR
This paper introduces a pathwise solution concept for the stochastic Burgers equation, extending the classical Cole-Hopf solution using distribution theory and regularization techniques.
Contribution
It provides a new framework for solving the stochastic Burgers equation that includes the Cole-Hopf solution as a special case.
Findings
Established a pathwise solution concept for the stochastic Burgers equation.
Unified the Cole-Hopf solution within this new framework.
Utilized regularization and distribution theory methods.
Abstract
This work introduces a pathwise notion of solution for the stochastic Burgers equation, in particular, our approach encompasses the Cole-Hopf solution. The developments are based on regularization arguments from the theory of distributions.
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Taxonomy
TopicsStochastic processes and financial applications · Navier-Stokes equation solutions · Fluid Dynamics and Turbulent Flows
