Dynamics of solutions of the Cauchy problem for semilinear parabolic stochastic partial differential equations with power-law singularities
Анотація
We prove a comparison theorem for bounded solutions of the Cauchy problem for stochastic partial differential equations of the parabolic type with linear leading part. The drift and diffusion coefficients have locally bounded derivatives with respect to the state variable. We use this comparison theorem to study the dynamics of solutions of an equation with an absorber and an equation with a source.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
On asymptotic equivalence of solutions of stochastic and ordinary equations
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Stability and Controllability of Differential Equations
Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Stability and Controllability of Differential Equations
Some properties of the Itô–Wiener expansion of the solution of a stochastic differential equation and local times
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Stability and Controllability of Differential Equations
On a Problem of Stabilization of Stochastic Differential-functional Equations with Impulse Markovian Perturbations and Constant Lag. Part I
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Stability and Controllability of Differential Equations
Transition Density Estimates for a Class of Lévy and Lévy-Type Processes
Схоже за: Stochastic processes and financial applications · advanced mathematical theories
The Burgers-type equation driven by a stochastic measure
Схоже за: Stochastic processes and financial applications · Stability and Controllability of Differential Equations