Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)

We study the time evolution of a solution of the Cauchy problem for a stochastic differential equation of the parabolic type with power nonlinearities. We construct upper and lower bounds for this solution.

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Date:2002
Main Authors: Mel'nik, S. A., Мельник, С. А.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 2002
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4040
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Mel'nik, S. A.
Мельник, С. А.
Мельник, С. А.
author_facet Mel'nik, S. A.
Мельник, С. А.
Мельник, С. А.
author_sort Mel'nik, S. A.
baseUrl_str https://umj.imath.kiev.ua/index.php/umj/oai
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datestamp_date 2020-03-18T20:20:16Z
description We study the time evolution of a solution of the Cauchy problem for a stochastic differential equation of the parabolic type with power nonlinearities. We construct upper and lower bounds for this solution.
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spelling umjimathkievua-article-40402020-03-18T20:20:16Z Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source) Верхняя и нижняя оценки решения задачи Коши для стохастического дифференциального уравнения параболического типа со степенными нелинейностями (слабый источник) Mel'nik, S. A. Мельник, С. А. Мельник, С. А. We study the time evolution of a solution of the Cauchy problem for a stochastic differential equation of the parabolic type with power nonlinearities. We construct upper and lower bounds for this solution. Вивчається еволюція за часом розв'язку задачі Коші для стохастичного диференціального рівняння параболічного типу зі степеневими нелінійностями. Побудовано верхню та нижню оцінки розв'язку. Institute of Mathematics, NAS of Ukraine 2002-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4040 Ukrains’kyi Matematychnyi Zhurnal; Vol. 54 No. 1 (2002); 63-70 Український математичний журнал; Том 54 № 1 (2002); 63-70 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4040/4790 https://umj.imath.kiev.ua/index.php/umj/article/view/4040/4791 Copyright (c) 2002 Mel'nik S. A.
spellingShingle Mel'nik, S. A.
Мельник, С. А.
Мельник, С. А.
Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)
title Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)
title_alt Верхняя и нижняя оценки решения задачи Коши для стохастического дифференциального уравнения параболического типа со степенными нелинейностями (слабый источник)
title_full Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)
title_fullStr Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)
title_full_unstemmed Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)
title_short Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)
title_sort upper and lower bounds of a solution of the cauchy problem for a stochastic differential equation of parabolic type with power nonlinearities (weak source)
url https://umj.imath.kiev.ua/index.php/umj/article/view/4040
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