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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 2, Pages 387–403
(Mi tvp3484)
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This article is cited in 11 scientific papers (total in 11 papers)
Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions
N. Leonenkoa, E. Orsingherb a University of Kiev, Kiev, Ukraine
b University of Rome ``La Sapienza'', Italy
Abstract:
In this paper we present the asymptotic distributions of solutions to initial-value problems for the Burgers equation when the initial condition is either a Gaussian stationary process or a one-degree chi-square process with a long-range dependence.
Keywords:
Hermite expansion, long-range-dependence, multiple stochastic integrals, nonlinear partial differential equations.
Received: 25.02.1992
Citation:
N. Leonenko, E. Orsingher, “Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions”, Teor. Veroyatnost. i Primenen., 40:2 (1995), 387–403; Theory Probab. Appl., 40:2 (1995), 294–308
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https://www.mathnet.ru/eng/tvp3484 https://www.mathnet.ru/eng/tvp/v40/i2/p387
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