WIAS Preprint No. 73, (1993)

A travelling wave solution to the Kolmogorov equation with noise.



Authors

  • Tribe, Roger

Keywords

  • Stochastic PDE, Kolmogorov equation, travelling wave

DOI

10.20347/WIAS.PREPRINT.73

Abstract

We consider the one-dimensional Kolmogorov equation driven by a particular space-time white noise term and show that there exist stochastic wavelike solutions which travel with a linear limiting speed.

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