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arXiv · 2003.12318

Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions

Yuriy Kozachenko·Enzo Orsingher·Lyudmyla Sakhno·Olga Vasylyk
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Abstract

In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable $\varphi$-sub-Gaussian processes. The main results are the bounds for the distributions of the suprema for solutions. We present the examples of processes for which the assumptions of the general result are verified and bounds are written in the explicit form. The main result is also specified for the case of Gaussian initial condition.

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Yuriy Kozachenko, Enzo Orsingher, Lyudmyla Sakhno, Olga Vasylyk. 2020-03-27. Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. https://doi.org/10.15559/19-vmsta146

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