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Systems of linear stochastic integro-differential equations of parabolic type
Perun Galina Mykhailivna 1
1 Department of Differential Equations, Yuriy Fedkovych Chernivtsi National University, Chernivtsi, 58000, Ukraine
Keywords: linear stochastic integro-differential equations of parabolic type
Abstract

The theorem on estimation in the mean square of the solution of the Cauchy problem for linear stochastic integral-differential system of parabolic type with continuous syochastic perturbations is proved.

References

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[3] Gikhman I.I., Skorokhod A.V. Stochastic differential equations. - K.: Nauk. dumka, 1968. - 354 p.

[4] Perun G.M. On the exponential stability of the solution of a stochastic mixed problem for the equation of oscillations // Nonlinear boundary value problems of mathematical physics and their applications: 3b. nauk. pr. Part 2. Kyiv: Institute of Mathematics of the National Academy of Sciences of Ukraine, 1996. - P.72-76.

[5] Gikhman I.I. Stochastic differential equations with partial derivatives // Qualitative methods of studying nonlinear differential equations and nonlinear oscillations: Collection of scientific papers. - K.: Institute of Mathematics of the Academy of Sciences of the Ukrainian SSR, 1981. - P. 25-59.

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Cite
ACS Style
Perun, G.M. Systems of linear stochastic integro-differential equations of parabolic type. Bukovinian Mathematical Journal. 2018, 1
AMA Style
Perun GM. Systems of linear stochastic integro-differential equations of parabolic type. Bukovinian Mathematical Journal. 2018; 1(150).
Chicago/Turabian Style
Galina Mykhailivna Perun. 2018. "Systems of linear stochastic integro-differential equations of parabolic type". Bukovinian Mathematical Journal. 1 no. 150.
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