Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations

Author: Jourdain Benjamin  

Publisher: Edp Sciences

E-ISSN: 1262-3318|1|issue|339-355

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.1, Iss.issue, 2010-03, pp. : 339-355

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Abstract