Shigeyoshi Ogawa

Arturo Kohatsu-Higa

A BPE model for the Burgers' equation[

We study the BPE (Brownian particle equation) model of the Burgers equation presented in the preceeding article. More precisely, we are interested in establishing the existence and uniqueness properties of solutions using probabilistic techniques.

A Bpe Model for the Burgers' Equation

Shinzo Watanabe

Jiro Akahori

This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

Shigeyoshi Ogawa

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