The Cauchy problem for a parabolic equation with coefficients of ``white noise type

DOI10.1007/BF01098482MaRDI QIDQ756856zbMATH OpenOpenAlexFDO

Authors Il. I. Gikhman, T. M. Mestechkina

Publication date 1991

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01098482

zbMATH Keywords

Cauchy problemFourier transformationsprocesses of white noise typestochastic parabolic equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited in

(3)

• Asymptotic expansion of solutions of nonlinear parabolic equations with small parameter under white noise
• Lyapunov functions in barriers for parabolic equations and in stability problems with respect to ``white noise
• Existence of solutions and stability of a class of parabolic systems perturbed by generalized white noise on the boundary^∗

This page was built for publication: The Cauchy problem for a parabolic equation with coefficients of ``white noise type

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q756856)