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

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