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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Bibliographic Details
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