Multipoint Initial-Final Value Problem for the Model of Devis with Additive White Noise
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Publication:4600352
DOI10.14529/mmp170212MaRDI QIDQ4600352
Publication date: 8 January 2018
Published in: Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/vyuru379
white noise; stochastic model; Wiener \(K\)-process; Davis model; multipoint initial-final value problem
47D06: One-parameter semigroups and linear evolution equations
35K70: Ultraparabolic equations, pseudoparabolic equations, etc.
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