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

DOI10.1016/j.spl.2019.01.030zbMath1461.60044OpenAlexW2913468476MaRDI QIDQ2322578

Nguyen Tien Dung

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.01.030

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsblowup of semi-linear equations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Blow-up in context of PDEs (35B44)

Related Items (2)

Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions ⋮ A stochastic parabolic model of MEMS driven by fractional Brownian motion

Cites Work

• Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
• Finite-Time Blowup and Existence of Global Positive Solutions of a Semi-linear Stochastic Partial Differential Equation with Fractional Noise
• The Malliavin Calculus and Related Topics

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