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arXiv · 2207.12343

Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions

S. Sankar·Manil T. Mohan·S. Karthikeyan
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Abstract

In this paper, we obtain the existence and finite-time blow-up for the solution to a system of semilinear stochastic partial differential equations driven by a combination of Brownian and fractional Brownian motions. Under suitable assumptions, lower and upper bounds for the finite-time blow-up solution are obtained. We provide sufficient conditions for the existence of a global weak solution to the system. Further, a lower bound for the probability of the finite-time blow-up solution of the considered system is provided by using Malliavin calculus.

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S. Sankar, Manil T. Mohan, S. Karthikeyan. 2022-07-25. Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions. https://arxiv.org/abs/2207.12343

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