  The Cauchy problem for a scalar conservation laws admits a unique entropy
solution when the data $u_0$ is a bounded measurable function (Kruzhkov). The
semi-group $(S_t)_{t\ge0}$ is contracting in the $L^1$-distance. For the
multi-dimensional Burgers equation, we show that $(S_t)_{t\ge0}$ extends
uniquely as a continuous semi-group over $L^p(\mathbb{R}^n)$ whenever $1\le
p<\infty$, and $u(t):=S_tu_0$ is actually an entropy solution to the Cauchy
problem. When $p\le q\le \infty$ and $t>0$, $S_t$ actually maps
$L^p(\mathbb{R}^n)$ into $L^q(\mathbb{R}^n)$. These results are based upon new
dispersive estimates. The ingredients are on the one hand Compensated
Integrability, and on the other hand a De Giorgi-type iteration.
