Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE
| Data(s) |
20/07/2016
20/07/2016
2013
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|---|---|
| Resumo |
2010 Mathematics Subject Classification: 35R60, 60H15, 74H35. We obtain upper and lower bounds for the explosion time of a semi-linear heat equation on a bounded $d$-dimensional domain, perturbed by white noise. The bounds we get are expressed in terms of exponential functionals of one-dimensional Brownian motion, whose density function can be explicitly calculated. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 22, No 1, (2013), 109p-116p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Blowup of semi-linear equations #stochastic partial differential equations #sub-solutions and super-solutions |
| Tipo |
Article |
