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

Marco Dozzi and José Alfredo López-Mimbela

Stochastic Processes and their Applications, 2010, vol. 120, issue 6, 767-776

Abstract: 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.

Keywords: Blowup; of; semi-linear; equations; Stochastic; partial; differential; equations; Weak; and; mild; solutions (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (5)

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