Asymptotic properties of the solutions to stochastic KPP equations
stochastic partial differential equations
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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