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

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  • Dung, Nguyen Tien

Abstract

We consider a class of semi-linear stochastic partial differential equations with fractional noise. The finite-time blowup of positive solutions to this class has been investigated in Dozzi et al. (2014). The aim of this note is to provide a lower bound for the blowup probability of solutions.

Suggested Citation

  • Dung, Nguyen Tien, 2019. "The probability of finite-time blowup of a semi-linear SPDE with fractional noise," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 86-92.
    • Handle: RePEc:eee:stapro:v:149:y:2019:i:c:p:86-92
    DOI: 10.1016/j.spl.2019.01.030
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    References listed on IDEAS

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    1. Dozzi, Marco & López-Mimbela, José Alfredo, 2010. "Finite-time blowup and existence of global positive solutions of a semi-linear SPDE," Stochastic Processes and their Applications, Elsevier, vol. 120(6), pages 767-776, June.
    2. M. Dozzi & E. T. Kolkovska & J. A. López-Mimbela, 2014. "Finite-Time Blowup and Existence of Global Positive Solutions of a Semi-linear Stochastic Partial Differential Equation with Fractional Noise," Springer Optimization and Its Applications, in: Volodymyr Korolyuk & Nikolaos Limnios & Yuliya Mishura & Lyudmyla Sakhno & Georgiy Shevchenko (ed.), Modern Stochastics and Applications, edition 127, pages 95-108, Springer.
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