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

DOI10.1007/S10559-018-0029-9MaRDI QIDQ722053zbMATHOpenAlexFDO

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

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)

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

Cited in

(4)

• 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
• scientific article; zbMATH DE number 4100325 (Why is no real title available?)
• The two-point problem for linear stochastic parabolic equation with continuous perturbations

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