Asymptotic properties of the solutions to stochastic KPP equations (Q2708158)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1587925
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic properties of the solutions to stochastic KPP equations |
scientific article; zbMATH DE number 1587925 |
Statements
Asymptotic properties of the solutions to stochastic KPP equations (English)
0 references
24 January 2002
0 references
asymptotic properties
0 references
stochastic partial differential equations
0 references
It is used an extension of the reduction method to show that a scalar stochastic differential equation of parabolic type has a unique strong solution in two different cases including an anticipating initial value. The given implicit formula allows to study the behaviour of the solution for large times. It is recommended for those working with s.p.d.e. by reducing the original equation to a deterministic one.
0 references
0.765820324420929
0 references
0.7653884291648865
0 references
0.7537299990653992
0 references
0.750564694404602
0 references
