Finite-Time Blowup and Existence of Global Positive Solutions of a Semi-linear Stochastic Partial Differential Equation with Fractional Noise

DOI10.1007/978-3-319-03512-3_6zbMath1332.60092OpenAlexW205026471MaRDI QIDQ2946087

Jose Alfredo Lopez Mimbela, Marco E. Dozzi, Ekaterina Todorova Kolkovska

Publication date: 16 September 2015

Published in: Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_6

zbMATH Keywords

fractional Brownian motionblowup timesemi-linear stochastic partial differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (8)

Tail estimates for exponential functionals and applications to SDEs ⋮ 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 ⋮ Global variational solutions to a class of fractional SPDE’s on unbounded domains ⋮ Density estimates and central limit theorem for the functional of fractional SDEs ⋮ Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise ⋮ The probability of finite-time blowup of a semi-linear SPDE with fractional noise ⋮ Kolmogorov distance between the exponential functionals of fractional Brownian motion

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