Abstract
In recent years there has been a growing interest in Burgers equation with a randomly disturbed external force. Yakhot and She [YS], Orlowski and Sobczyk [OS], Bertini et. al. [BCJ-L] and Dermoune [D2] have studied the Burgers equation driven additively by a noisy force. An analysis of a singular Gaussian noise as an additive force has been presented by Holden et. al. [HLØUZI+2]. On the other hand, Konno [K], de Lillo [L] and Benth et. al. [BDPS] have studied Burgers equation with a multiplicative noise.
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Benth, F.E., Streit, L. (1998). The Burgers Equation with a Non-Gaussian Random Force. In: Decreusefond, L., Øksendal, B., Gjerde, J., Üstünel, A.S. (eds) Stochastic Analysis and Related Topics VI. Progress in Probability, vol 42. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-2022-0_6
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