Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156025 | Stochastic Processes and their Applications | 2010 | 10 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Marco Dozzi, José Alfredo López-Mimbela,