Comparison theorems for stochastic differential inequalities and an application to reaction–diffusion equations with random sources
作者:
Catherine Bandle,
Marco Dozzi,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1994)
卷期:
Volume 12,
issue 1
页码: 11-29
ISSN:0736-2994
年代: 1994
DOI:10.1080/07362999408809335
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
Comparison theorems for stochastic differential inequalities of ordinary and parabolic type are derived. Two methods are proposed, one exploiting the diffentiability of the solutions at the starting time and one based on Gronwall's inequality. The results are then applied to reaction–diffusion processes with random sources. Emphasis is put on the question whether or not those sources have an influence on t he blow up of the solutions
点击下载:
PDF (469KB)
返 回