A Markov jump process approximation of the stochastic Burgers equation

Abstract

We consider the stochastic Burgers equation t (t,r) = (t,r) + ∇ 2(t,r)+γ(t,r) η(t,r) with periodic boundary conditions, where t 0, r ∈ [0,1], and η is some space-time white noise. A certain Markov jump process is constructed to approximate a solution of this equation.

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