Asymptotic properties of the solutions to stochastic KPP equations
type: Item
instance of: scholarly article
title: Asymptotic properties of the solutions to stochastic KPP equations
zbMATH Open document ID: 0978.60070
DOI: 10.1017/S030821050000072X
publication date: 2002-01-24T00:00:00Z
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 1587925
zbMATH Keywords: asymptotic properties
zbMATH Keywords: stochastic partial differential equations
MaRDI profile type: Publication
full work available at URL: s030821050000072x
OpenAlex ID: W1981172410
published in: Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
author: B. Øksendal
author: G. Våge
author: H. Z. Zhao
review text: 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.
reviewed by: Constantin Vârsan
description: scientific article