Lower and upper bounds for the explosion times of a system of semilinear SPDEs
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES(2024)
摘要
In this paper, we obtain lower and upper bounds for the blow-up times for a system of semilinear stochastic partial differential equations. Under suitable assumptions, lower and upper bounds of the explosive times are obtained by using explicit solutions of an associated system of random partial differential equations and a formula due to Yor. We provide lower and upper bounds for the probability of finite-time blow-up solution as well. The above obtained results are also extended for semilinear SPDEs forced by two-dimensional Brownian motions.
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关键词
Semilinear SPDEs,blow-up times,stopping times,lower and upper bounds,gamma distribution
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