Geodesic
Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 2, pp. 387-403

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In this paper we present the asymptotic distributions of solutions to initial-value problems for the Burgers equation when the initial condition is either a Gaussian stationary process or a one-degree chi-square process with a long-range dependence.
Keywords: Hermite expansion, long-range-dependence, multiple stochastic integrals, nonlinear partial differential equations. 
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     author = {N. Leonenko and E. Orsingher},
     title = {Limit theorems for solutions of the {Burgers} equation with {Gaussian} and {non-Gaussian} initial conditions},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {387--403},
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     volume = {40},
     number = {2},
     year = {1995},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_2_a10/}
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N. Leonenko; E. Orsingher. Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 2, pp. 387-403. http://geodesic.mathdoc.fr/item/TVP_1995_40_2_a10/