A mixed problem for a stochastic differential equation of parabolic type

DOI10.1007/BF01089761MaRDI QIDQ1147433zbMATH OpenWikidataFDO

Authors Il. I. Gikhman

Publication date 1981

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01089761

zbMATH Keywords

existence and uniqueness of a solutionstochastic differential equation of parabolic type

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited in

(2)

• Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations
• Mean square behavior of the strong solution of a linear non-autonomous stochastic partial differential equation with Markov parameters

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