Stochastic burgers equation with correlated noise
- 1 January 1995
- journal article
- research article
- Published by Taylor & Francis in Stochastics and Stochastic Reports
- Vol. 52 (1), 29-41
- https://doi.org/10.1080/17442509508833962
Abstract
We consider a Burgers equation perturbed by a multiplicative white noise. We prove the existence and uniqueness of the global solution as well as the strong Feller property and irreducibility for the corresponding transition semigroup. We close the paper by proving existence and uniqueness of an invariant measureKeywords
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