Classical solution to a multidimensional stochastic Burgers equation via   forward-backward SDEs
  In this paper, we address the problem of existence and uniqueness of a global classical solution to a multidimensional stochastic Burgers equation without gradient-type assumptions on the force or the initial condition. The equation is first transformed to a random PDE, and then solved via the associated forward-backward SDE. Additionally, we obtain a new a priori gradient estimate valid for a large class of second-order quasilinear parabolic PDEs which becomes an important tool in our approach. Also, we study the stochastic Burgers equation in the vanishing viscosity limit. 
Alberto Ohashi and Evelina Shamarova
math.PR