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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