Please use this identifier to cite or link to this item:
http://cimat.repositorioinstitucional.mx/jspui/handle/1008/598
Exponential Functionals of Brownian Motion and Explosion Time of a System of Semilinear SPDEs | |
EKATERINA TODOROVA KOLKOVSKA | |
Acceso Abierto | |
Atribución-NoComercial | |
We investigate lower and upper bounds for the blowup times of a system of semilinear SPDEs. Under certain conditions on the system parameters, we obtain explicit solutions of a related system of random PDEs, which allows us to use a formula due to Yor to obtain the ditribution functions of several explosion times. We also give the Laplace transforms at independent exponential times of related exponential functionals of Brownian motion. | |
Centro de Investigación en Matemáticas AC | |
15-12-2011 | |
Reporte | |
Inglés | |
Investigadores | |
PROBABILIDAD | |
Versión publicada | |
publishedVersion - Versión publicada | |
Appears in Collections: | Reportes Técnicos - Probabilidad y Estadística |
Upload archives
File | Size | Format | |
---|---|---|---|
I-11-06.pdf | 567.88 kB | Adobe PDF | View/Open |