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UDC 517.9
The multipoint initial-finish problem for the stochastic Barenblatt - Zheltov - Kochina model
S.A. Zagrebina, South Ural State University, Chelyabinsk, Russian Federation, zagrebina_sophiya@mail.ru
Abstract
In the paper we observe the multipoint initial-finish problem for the Barenblatt - Zheltov - Kochina equation for the perturbed white noise. We show the reduction of the problem under consideration to the multipoint initial-finish problem for stochastic Sobolev-type equation. We obtain sufficient conditions for the unique solvability for the abstract problem and for the stochastic Barenblatt - Zheltov - Kochina model.
Keywords
the linear Sobolev-type equations, the multipoint initial-finish problem, the Wiener process, additive white noise, stochastic Barenblatt – Zheltov – Kochina model
References
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Source
Bulletin of the South Ural State University. Ser. Computer Technologies, Automatic Control, Radio Electronics, 2013, vol. 13, no. 4, pp. 103-111. (in Russ.) (The main)