Open AccessInvestigation of solutions to higher-order dispersive equations with φ-sub-Gaussian initial conditions
Author(s) -
Lyudmyla Sakhno,
AUTHOR_ID,
Olga Vasylyk,
AUTHOR_ID
Publication year - 2021
Publication title -
vìsnik. serìâ fìziko-matematičnì nauki/vìsnik kiì̈vsʹkogo nacìonalʹnogo unìversitetu ìmenì tarasa ševčenka. serìâ fìziko-matematičnì nauki
Language(s) - English
Resource type - Journals
eISSN - 2218-2055
pISSN - 1812-5409
DOI - 10.17721/1812-5409.2021/2.11
Subject(s) - mathematics , gaussian , infimum and supremum , generalization , order (exchange) , simple (philosophy) , gaussian process , mathematical analysis , stochastic differential equation , physics , philosophy , finance , epistemology , quantum mechanics , economics
In this paper, there are studied sample paths properties of stochastic processes representing solutions of higher-order dispersive equations with random initial conditions given by φ-sub-Gaussian harmonizable processes. The main results are the bounds for the rate of growth of such stochastic processes considered over unbounded domains. The class of φ-sub-Gaussian processes with φ(x) = |x|^α/α, 1 < α <= 2, is a natural generalization of Gaussian processes. For such initial conditions the bounds for the distribution of supremum of solutions can be calculated in rather simple form. The bounds for the rate of growth of solution to higher-order partial differential equations with random initial conditions in the case of general φ were obtained in [9], the derivation was based on the sults stated in [1]. Here we use another approach, which allows us, for the particular case φ(x) = |x|^α/α, α є (1, 2], to present the expressions for the bounds in the closed form.