Trudy Instituta Matematiki i Mekhaniki UrO RAN
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Trudy Inst. Mat. i Mekh. UrO RAN:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2016, Volume 22, Number 4, Pages 94–101
DOI: https://doi.org/10.21538/0134-4889-2016-22-4-94-101
(Mi timm1357)
 

This article is cited in 1 scientific paper (total in 1 paper)

Construction of models in the form of stochastic Cauchy problems

V. A. Bovkun

Institute of Mathematics and Computer Science, Ural Federal University, Ekaterinburg
Full-text PDF (178 kB) Citations (1)
References:
Abstract: Using the example of the construction of a mathematical model for the heat transfer process in a one-dimensional rod whose lateral surface is subject to random heat sources, we demonstrate the structure of random processes reflecting the stochastic influence in the proposed model. We obtain an abstract stochastic Cauchy problem in the Ito form for an equation with cylindrical Wiener process and for an equation with Brownian sheet.
Keywords: stochastic Cauchy problem, Brownian sheet, cylindrical Wiener process.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation НШ-9356.2016.1
02.A03.21.0006
Received: 10.09.2016
Bibliographic databases:
Document Type: Article
UDC: 519.21+517.958
MSC: 60H15, 60G15, 35Q79
Language: Russian
Citation: V. A. Bovkun, “Construction of models in the form of stochastic Cauchy problems”, Trudy Inst. Mat. i Mekh. UrO RAN, 22, no. 4, 2016, 94–101
Citation in format AMSBIB
\Bibitem{Bov16}
\by V.~A.~Bovkun
\paper Construction of models in the form of stochastic Cauchy problems
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2016
\vol 22
\issue 4
\pages 94--101
\mathnet{http://mi.mathnet.ru/timm1357}
\crossref{https://doi.org/10.21538/0134-4889-2016-22-4-94-101}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3590925}
\elib{https://elibrary.ru/item.asp?id=27350128}
Linking options:
  • https://www.mathnet.ru/eng/timm1357
  • https://www.mathnet.ru/eng/timm/v22/i4/p94
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Trudy Instituta Matematiki i Mekhaniki UrO RAN
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025