Melnyk S. Dynamics of solutions fo some stochastic differential equations of parabolic type.

Українська версія

Thesis for the degree of Doctor of Science (DSc)

State registration number

0514U000007

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

23-12-2013

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

The dissertation is devoted to investigation of dynamics of solutions of problem Cauchy for the stochastic differential equations of parabolic type. For a quazi-linear equations three theorems of comparison of solutions are proved. Conditions of the theorems do not demand, that factors satisfied to Lipschitz's condition. It allows to apply theorems to the equations with degree nonlinearities. By means of the proved comparison theorems the dynamics of solutions of Cauchy problem for quazi-linear equations with degree nonliniarities both in the presence of an absorber, and in the presence of a source is investigated.

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