Finite-time blowup and existence of global positive solutions of a semi-linear SPDE

We consider stochastic equations of the prototype on a smooth domain , with Dirichlet boundary condition, where [beta], [kappa] are positive constants and {Wt,t>=0} is a one-dimensional standard Wiener process. We estimate the probability of finite-time blowup of positive solutions, as well as the probability of existence of non-trivial positive global solutions.

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Year of publication:	2010
Authors:	Dozzi, Marco ; López-Mimbela, José Alfredo
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 6, p. 767-776
Publisher:	Elsevier
Keywords:	Blowup of semi-linear equations Stochastic partial differential equations Weak and mild solutions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874756