Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
We consider stochastic equations of the prototype $du(t,x) =(Δu(t,x)+u(t,x)^{1+β})dt+κu(t,x) dW_{t}$ on a smooth domain $D\subset \mathord{\rm I\mkern-3.6mu R\:}^d$, with Dirichlet boundary condition, where $β$, $κ$ are positive constants and $\{W_t $, $t\ge0\}$ is a one-dimensional standard Wiener process. We estimate the probability of finite time blowup of positive solutions, as well as the probability of existence of non-trivial positive global solutions.
math.PR↗