Generalized solutions of the stochastic Burgers equation
P. Catuogno, J. F. Colombeau, C. Olivera

TL;DR
This paper introduces a new weak solution concept for the conservative stochastic Burgers equation applicable in any dimension, extending classical solutions and addressing equations lacking distributional solutions.
Contribution
It proposes a novel weak solution framework for the stochastic Burgers equation that generalizes existing concepts to higher dimensions.
Findings
Defines a new weak solution concept for stochastic Burgers equations
Ensures the solution reduces to classical in one dimension
Provides a foundation for analyzing equations without distributional solutions
Abstract
We introduce a new concepts of weak solution for the conservative stochastic Burgers equation in any dimension. The definition is based on weak solution concepts introduced by various authors in order to make sense of equations which do not solutions in the sense of distributions. In one dimension the solution reduces to the classical distributional solution of the 1--D stochastic Burgers equation.
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Taxonomy
TopicsStochastic processes and financial applications
