Englezos, Nikolaos; Frangos, Nikolaos E.; Kartala, … - In: Stochastic Processes and their Applications 123 (2013) 8, pp. 3239-3272
This paper studies forward and backward versions of the random Burgers equation (RBE) with stochastic coefficients. First, the celebrated Cole–Hopf transformation reduces the forward RBE to a forward random heat equation (RHE) that can be treated pathwise. Next we provide a connection between...