Positivity and explosion in mean Lp-norm of stochastic functional parabolic equations of retarded type

Pao-Liu Chow and Kai Liu

Stochastic Processes and their Applications, 2012, vol. 122, issue 4, 1709-1729

Abstract: This work is concerned with a class of semilinear stochastic functional parabolic differential equations of retarded type. We first establish conditions to ensure the existence of a unique non-negative solution of the stochastic delay partial differential equation under investigation. Subsequently, the problem of explosive or blow-up solutions in mean Lp-norm sense, p≥1, in a finite time to the stochastic system is considered. Several examples are given to illustrate the theory established in the work.

Keywords: Positivity of solutions; Blow-up of solutions in mean Lp-norm; Stochastic functional reaction–diffusion equations of retarded type (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:122:y:2012:i:4:p:1709-1729

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DOI: 10.1016/j.spa.2012.01.012

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