Existence of explosive solutions to some nonlinear parabolic Itô equations

• Autorzy: Pao-Liu Chow
• Języki publikacji: EN

Abstrakty

EN

The paper is concerned with the problem of existence of explosive solutions for a class of nonlinear parabolic Itô equations. Under some sufficient conditions on the initial state and the coefficients, it is proven by the method of auxiliary functionals that there exist explosive solutions with positive probability. The main results are presented in Theorems 3.1 and 3.2 under different sets of conditions. An example is given to illustrate some application of the second theorem.

Kategorie tematyczne

• 60H15: Stochastic partial differential equations
• 60H05: Stochastic integrals

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Banach Center Publications
• Rocznik: 2015
• Tom: 105
• Numer: 1
• Strony: 73-80

Daty

wydano

2015

Twórcy

autor

Pao-Liu Chow

• Department of Mathematics, Wayne State University, Detroit, Michigan, USA

Identyfikatory

DOI

10.4064/bc105-0-5