We consider semilinear stochastic partial differential equations which are exten-sions of deterministic equations studied initially by S. Kaplan and H. Fujita. Our aim is to know how the stochastic part influences on the blowup behaviour of positive solutions of these equations. By means of an associated random partial differential equation we give upper and lower bounds for the blowup time. Sufficient conditions for blowup in finite time and for the existence of global solutions can be deduced in terms of the parameters of the equation. The case where the gradient of the solution appears in the stochastic term will be considered too. References [1] S. Kaplan. On the growth of solutions of quasi-linear parabolic equations. Comm
Thesis (Ph. D.)--University of Rochester. Dept. of Mathematics, 2013.Consider the stochastic partial...
The main aim of the current work is the study of the conditions under which (finite-time) blow-up o...
We consider stochastic equations of the prototype du(t, x) = ∆u(t, x) + u(t, x)1+β dt+ κu(t, x) dWt ...
In this paper we develop a new approach to nonlinear stochastic partial differential equations with ...
This thesis is concerned with stochastic partial differential equations of parabolic type. In the fi...
This thesis is concerned with stochastic partial differential equations of parabolic type. In the fi...
In this paper we develop a new approach to nonlinear stochastic partial differential equations with ...
In this paper we develop a new approach to nonlinear stochastic partial differential equations with ...
AbstractThis work is concerned with a class of semilinear stochastic functional parabolic differenti...
Cette thèse est consacrée à l’étude des équations aux dérivées partielles stochastiques de type para...
International audienceWe consider stochastic equations of the prototype du(t, x) = delta u(t, x) + c...
This paper is a continuation of Part I of this project, where we developed a new local well-posednes...
International audienceWe consider a quasilinear parabolic stochastic partial differential equation d...
Abstract. We consider a quasilinear parabolic stochastic partial dif-ferential equation driven by a ...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
Thesis (Ph. D.)--University of Rochester. Dept. of Mathematics, 2013.Consider the stochastic partial...
The main aim of the current work is the study of the conditions under which (finite-time) blow-up o...
We consider stochastic equations of the prototype du(t, x) = ∆u(t, x) + u(t, x)1+β dt+ κu(t, x) dWt ...
In this paper we develop a new approach to nonlinear stochastic partial differential equations with ...
This thesis is concerned with stochastic partial differential equations of parabolic type. In the fi...
This thesis is concerned with stochastic partial differential equations of parabolic type. In the fi...
In this paper we develop a new approach to nonlinear stochastic partial differential equations with ...
In this paper we develop a new approach to nonlinear stochastic partial differential equations with ...
AbstractThis work is concerned with a class of semilinear stochastic functional parabolic differenti...
Cette thèse est consacrée à l’étude des équations aux dérivées partielles stochastiques de type para...
International audienceWe consider stochastic equations of the prototype du(t, x) = delta u(t, x) + c...
This paper is a continuation of Part I of this project, where we developed a new local well-posednes...
International audienceWe consider a quasilinear parabolic stochastic partial differential equation d...
Abstract. We consider a quasilinear parabolic stochastic partial dif-ferential equation driven by a ...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
Thesis (Ph. D.)--University of Rochester. Dept. of Mathematics, 2013.Consider the stochastic partial...
The main aim of the current work is the study of the conditions under which (finite-time) blow-up o...
We consider stochastic equations of the prototype du(t, x) = ∆u(t, x) + u(t, x)1+β dt+ κu(t, x) dWt ...