Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type with Power Nonlinearities (Weak Source)

Authors

  • S. A. Mel'nik

Abstract

We study the time evolution of a solution of the Cauchy problem for a stochastic differential equation of the parabolic type with power nonlinearities. We construct upper and lower bounds for this solution.

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Published

25.01.2002

Issue

Vol. 54 No. 1 (2002)

Section

Research articles

How to Cite

Mel'nik, S. A. “Upper and Lower Bounds of a Solution of the Cauchy Problem for a Stochastic Differential Equation of Parabolic Type With Power Nonlinearities (Weak Source)”. Ukrains’kyi Matematychnyi Zhurnal, vol. 54, no. 1, Jan. 2002, pp. 63-70, https://umj.imath.kiev.ua/index.php/umj/article/view/4040.