Stochastic m-point Cauchy problem for parabolic equation with semi-Wiener perturbations

DOI10.1007/S10559-018-0029-9zbMATH Open1393.93116OpenAlexW2795864784MaRDI QIDQ722053FDOQ722053

Authors: G. M. Perun, V. K. Yasins'kyj 

Publication date: 20 July 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0029-9

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zbMATH Keywords

Green's functionmathematical expectationIto's formula\(m\)-point Cauchy problemexistence with probability 1parabolicity condition

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Boundary-value problem for a stochastic equation of parabolic type
• A mixed problem for a stochastic differential equation of parabolic type
• Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings
• Investigation of properties of the strong solution of the Cauchy problem for linear stochastic partial differential-difference equation with Markov parameters
• The many-point problem for evolution equations with pseudo-Bessel operators
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• Problem with pulse action for a linear stochastic parabolic equation of higher order

Cited In (4)

• The two-point problem for linear stochastic parabolic equation with continuous perturbations
• Problem with pulse action for a linear stochastic parabolic equation of higher order
• The Cauchy problem for a stochastic parabolic equation with an argument deviation
• Title not available (Why is that?)

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