Asymptotic properties of the solutions to stochastic KPP equations (Q2708158)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the solutions to stochastic KPP equations |
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Asymptotic properties of the solutions to stochastic KPP equations (English)
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24 January 2002
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asymptotic properties
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stochastic partial differential equations
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It is used an extension of the reduction method to show that a scalar stochastic differential equation of parabolic type has a unique strong solution in two different cases including an anticipating initial value. The given implicit formula allows to study the behaviour of the solution for large times. It is recommended for those working with s.p.d.e. by reducing the original equation to a deterministic one.
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