The Burgers superprocess

@inproceedings{Bonnet2007TheBS,
  title={The Burgers superprocess},
  author={Guillaume Bonnet and Robert J. Adler},
  year={2007}
}
We define the Burgers superprocess to be the solution of the stochastic partial differential equation where t>=0, , and W is space-time white noise. Taking [gamma]=0 gives the classic Burgers equation, an important, non-linear, partial differential equation. Taking [lambda]=0 gives the super-Brownian motion, an important, measure valued, stochastic process. The combination gives a new process which can be viewed as a superprocess with singular interactions. We prove the existence of a solution… CONTINUE READING