作者:Kifer, Y
摘要:The study of the Burgers equation with a random force leads via a Hopf-Cole type transformation to a stochastic heat equation having a white noise with spatial parameters type potential. The latter can be studied by means of a general model of directed polymers in random environments with two point random potentials. These models exhibit a Gaussian behavior at large times and have certain stationary distributions which yield the corresponding results for the above stochastic heat and Burgers e...
作者:Chitashvili, R; Mania, M
摘要:The description of the class of all functions f=(f(t,x), t greater than or equal to 0, x is an element of R) is given, for which the transformed process (f(t, W-t),t greater than or equal to 0) (where W is a standard Wiener process) is a semimartingale.