BURGERS-EQUATION WITH NONLOCAL SHOT-NOISE DATA

Citation
D. Surgailis et Wa. Woyczynski, BURGERS-EQUATION WITH NONLOCAL SHOT-NOISE DATA, Journal of Applied Probability, 31A, 1994, pp. 351-352
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
00219002
Volume
31A
Year of publication
1994
Pages
351 - 352
Database
ISI
SICI code
0021-9002(1994)31A:<351:BWNSD>2.0.ZU;2-N
Abstract
We study the scaling limit of random fields which are solutions of a n on-linear partial differential equation, known as the Burgers equation , under stochastic initial conditions. These are assumed to be of a no n-local shot noise type and driven by a Cox process. Previous work by Bulinskii and Molchanov (1991), Surgailis and Woyczynski (1993a), and Funaki et al. (1994) concentrated on the case of local shot noise data which permitted use of techniques from the theory of random fields wi th finite range dependence. Those are not available for the non-local case being considered in this paper. Burgers' equation is known to des cribe various physical phenomena such as non-linear and shock waves, d istribution of self-gravitating matter in the universe, and other flow satisfying conservation laws (see e.g. Woyczynski (1993)).