ISSN:
1573-0530
Keywords:
Burgers equation
;
Korteweg–de Vries equation
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Physics
Notes:
Abstract We show existence and uniqueness of solutions for a class of nonlinear evolution equations with gradient coupled noise. Our results are obtained by using a simple transformation relating the equation under consideration to an underlying deterministic partial differential equation. Both the Itô and the Stratonovich conventions are treated. Several examples show that the properties of solutions for Itô equations can differ significantly from those of Stratonovich equations.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1007456027371
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