Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2022
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| _version_ | 1866929358614036480 |
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| author | Sankar, S. Mohan, Manil T. Karthikeyan, S. |
| author_facet | Sankar, S. Mohan, Manil T. Karthikeyan, S. |
| contents | In this paper, we obtain the existence and finite-time blow-up for the solution to a system of semilinear stochastic partial differential equations driven by a combination of Brownian and fractional Brownian motions. Under suitable assumptions, lower and upper bounds for the finite-time blow-up solution are obtained. We provide sufficient conditions for the existence of a global weak solution to the system. Further, a lower bound for the probability of the finite-time blow-up solution of the considered system is provided by using Malliavin calculus. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2207_12343 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions Sankar, S. Mohan, Manil T. Karthikeyan, S. Probability Analysis of PDEs 35R60, 60G22, 60H15, 74H35, 35B44, 60H07 In this paper, we obtain the existence and finite-time blow-up for the solution to a system of semilinear stochastic partial differential equations driven by a combination of Brownian and fractional Brownian motions. Under suitable assumptions, lower and upper bounds for the finite-time blow-up solution are obtained. We provide sufficient conditions for the existence of a global weak solution to the system. Further, a lower bound for the probability of the finite-time blow-up solution of the considered system is provided by using Malliavin calculus. |
| title | Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions |
| topic | Probability Analysis of PDEs 35R60, 60G22, 60H15, 74H35, 35B44, 60H07 |
| url | https://arxiv.org/abs/2207.12343 |