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
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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