Limit theorem for the statistical solution of Burgers equation

In this work we study limit theorems for the Hopf-Cole solution of the Burgers equation when the initial value is a functional of some Gaussian processes. We use the Gaussian chaos decomposition, and we get "Gaussian scenario" with new normalization factors.

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Year of publication:	1999
Authors:	Dermoune, A. ; Hamadène, S. ; Ouknine, Y.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 81.1999, 2, p. 217-230
Publisher:	Elsevier
Keywords:	Hopf-Cole solution Burgers equation Chaos decomposition Gaussian process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875108