Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations

DOI10.1007/S10559-018-0029-9zbMath1393.93116OpenAlexW2795864784MaRDI QIDQ722053

G. M. Perun, V. K. Yasinskij

Publication date: 20 July 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0029-9

zbMATH Keywords

Green's functionmathematical expectationIto's formula\(m\)-point Cauchy problemexistence with probability 1parabolicity condition

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• Boundary-value problem for a stochastic equation of parabolic type
• A mixed problem for a stochastic differential equation of parabolic type
• Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings
• Problem with pulse action for a linear stochastic parabolic equation of higher order
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations