کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156025 958795 2010 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
چکیده انگلیسی

We consider stochastic equations of the prototype du(t,x)=(Δu(t,x)+u(t,x)1+β)dt+κu(t,x)dWt on a smooth domain D⊂RdD⊂Rd, with Dirichlet boundary condition, where ββ, κκ are positive constants and {Wt,t≥0}{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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 6, June 2010, Pages 767–776
نویسندگان
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