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

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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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REFERENCES

  1. S. A. Mel'nik, Maximum Principle for Stochastic Equations of Combustion [in Russian], Dep. in UkrINTÉI, No. 434-Uk 92 (06.04.92).

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Authors and Affiliations

  1. Donetsk University, Donetsk

    S. A. Mel'nik

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  1. S. A. Mel'nik
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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). Ukrainian Mathematical Journal 54, 76–84 (2002). https://doi.org/10.1023/A:1019793503411

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  • DOI: https://doi.org/10.1023/A:1019793503411

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