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Your search keyword '"Itô’s formula"' showing total 1 results
Start Over Descriptor "Itô’s formula" Topic mathematical analysis Topic stochastic analysis Journal journal of differential equations
1 results on '"Itô’s formula"'

1. Explosive solutions of stochastic reaction–diffusion equations in mean -norm

Author

Chow, Pao-Liu

Subjects
*NUMERICAL solutions to heat equation, *STOCHASTIC analysis, *MATHEMATICAL analysis, *BLOWING up (Algebraic geometry), *MATHEMATICAL formulas, *PARABOLIC differential equations
Abstract

Abstract: The paper is concerned with the problem of non-existence of global solutions for a class of stochastic reaction–diffusion equations of Itô type. Under some sufficient conditions on the initial state, the nonlinear term and the multiplicative noise, it is proven that, in a bounded domain , there exist positive solutions whose mean -norm will blow up in finite time for , while, if , the previous result holds in any compact subset of . Two examples are given to illustrate some application of the theorems. [ABSTRACT FROM AUTHOR]

Published
2011
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