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

  • 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.
Published
25.01.2002
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.
Section
Research articles