The probability of finite-time blowup of a semi-linear SPDE with fractional noise

Nguyen Tien Dung

Statistics & Probability Letters, 2019, vol. 149, issue C, 86-92

Abstract: We consider a class of semi-linear stochastic partial differential equations with fractional noise. The finite-time blowup of positive solutions to this class has been investigated in Dozzi et al. (2014). The aim of this note is to provide a lower bound for the blowup probability of solutions.

Keywords: Stochastic partial differential equations; Blowup of semi-linear equations; Malliavin calculus (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.030

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