On support and invariance theorems for a stochastic system of Burgers equtions

• Autorzy: Nowak A. , Twardowska K.
• Języki publikacji: EN

Abstrakty

EN

We prove a support theorem for a stochastic version of the Burgers system formulated for the deterministic case by Burgers in [Bu 39]. The existence and uniqueness theorem for such a stochastic system was given by Zabczyk and Twardowska in [TZ 06]. In the proof of our support theorem we use a Wong-Zakai type theorem for such a system proved by Nowak in [No 05]. We generalize the method of Mackevicius ([Ma 85]}, [Ma 86]) and Gyongy ([Gy 89]) to prove the support theorem for our stochastic system of Burgers equations. We also use some considerations from Twardowska [Tw 97a]. In our proof of the invariance theorem we use some result of Jachimiak from [Ja 98].

Słowa kluczowe

EN

stochastic Burgers' system; Burgers' equations; Wong-Zakai approximations; support theorem; invariance theorem

PL

równania Burgersa; system stochastyczny; aproksymacja Wong-Zakai; teoria nośnika; teoria niezmienniczości

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2006
• Tom: Vol. 39, nr 3
• Strony: 691--710
• Opis fizyczny: Bibliogr. 31 poz.

Twórcy

autor

Nowak A.

autor

Twardowska K.

• Department of Mathematics Rzeszów University of Technology, ul. W. Pola 2, 35-959 Rzeszów, Poland

Bibliografia

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