One-dimensional stochastic Burgers equation driven by Lévy processes

By Zhao Dong, T. Xu. 2007

86 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/dd9f3c5e2e39146b96a0df32273b21894dca35d8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Wei David Liu
2. Jiahui Zhu
3. Zdzisław Brzeźniak
4. Yingchao Xie
5. Zhao Dong
6. El.zbieta Motyl
7. Bixiang Wang
8. Wei Liu

In Finance

1. Wei David Liu
2. Jiahui Zhu
3. Zdzisław Brzeźniak
4. Yingchao Xie
5. Zhao Dong
6. El.zbieta Motyl
7. J. V. Neerven
8. Wei Liu

In Modeling and Simulation

1. Zdzisław Brzeźniak
2. Yingchao Xie

Citations in the corpus

• Stochastic Reaction-diffusion Equations Driven by Jump Processes (2010, unknown): “The most recent paper [21] by Dong considers Burgers equation with compound Poisson noise and thus in fact deals with deterministic Burgers equation on random intervals.”
• Ergodicity of stochastic 2D Navier–Stokes equation with Lévy noise☆ (2011, background): “As we know, there are a few articles for the non Gaussian white noise, see [1] [4]-[7] [14] ets for the Lévy space-time white noise and Poisson random measure.”
• Strong solutions for SPDE with locally monotone coefficients driven by L\'{e}vy noise (2011, background): “†Corresponding author: weiliu@math.uni-bielefeld.de investigated by many authors, see e.g. Kallianpur and Xiong [27], Albeverio et al [2], Mueller et al [43, 44], Applebaum and Wu [3], Mytnik [45], Truman and Wu [58], Hausenblas [25, 26], Mandrekar and Rüdiger [39], Röckner and Zhang [52], Dong et”