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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/584| Lower and Upper Bounds of the Explosion Time of a Reaction-Diffusion System Perturbed by Brownian Motion | |
| JOSE ALFREDO LOPEZ MIMBELA | |
| Acceso Abierto | |
| Atribución-NoComercial | |
| Movimiento Browniano | |
| We investigate lower and upper bounds for the blow-up time of a system of semilinear stochastic partial differential equations (SPDEs). From these bounds we obtain lower and upper bounds for the probability of explosion in finite time of the system. The lower bound is obtained from a related system of random partial differential equations, and is given in terms of the Laplace transform of a perpetual integral functional of a standard Brownian motion. The upper bound is given in terms of the expected value of a similar perpetual integral functional. We also extend the approach introduced by Chow (2011) to our system of SPDEs, and get an explosion result in Lp-norm, for any 1< p < Infinito. | |
| Centro de Investigación en Matemáticas AC | |
| 14-12-2015 | |
| Reporte | |
| Inglés | |
| Investigadores | |
| APLICACIÓN DE LA PROBABILIDAD | |
| Versión publicada | |
| publishedVersion - Versión publicada | |
| Aparece en las colecciones: | Reportes Técnicos - Probabilidad y Estadística |
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