N. Leonenko, E. Orsingher, “Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions”, Teor. Veroyatnost. i Primenen., 1995, Volume 40, Issue 2,Pages <nobr>387

This article is cited in 11 papers

Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions

N. Leonenko^a, E. Orsingher^b

^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

Language: English