Investigation of properties of the strong solution of the Cauchy problem for linear stochastic partial differential-difference equation with Markov parameters

MaRDI QIDQ3091129zbMATHFDO

Authors

Publication date 8 September 2011

zbMATH Keywords

stochastic Cauchy problempartial differential-difference equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stability theory for difference equations (39A30) Stochastic difference equations (39A50)

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Cited in

(7)

• Asymptotics of the solution to the Cauchy problem for linear stochastic differential equation with partial derivatives and random parameters in the right part
• Mean square behavior of the strong solution of a linear non-autonomous stochastic partial differential equation with Markov parameters
• Investigation of the Cauchy problem for stochastic partial differential equations
• scientific article; zbMATH DE number 5220374 (Why is no real title available?)
• Existence of the solution to the Cauchy problem for nonlinear stochastic partial differential-difference equations of neutral type
• Behavior of the second moment of the solution to the autonomous stochastic linear partial differential equation with random parameters in the right-hand side
• Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations

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