Estimates of blow‐up times of a system of semilinear SPDEs |
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| Authors: | Mei Li Hongjun Gao |
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| Institution: | 1. School of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing, China;2. Institute of mathematics, School of Mathematical Science, Nanjing Normal University, Nanjing, China |
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| Abstract: | In this paper, blow‐up property to a system of nonlinear stochastic PDEs driven by two‐dimensional Brownian motions is investigated. The lower and upper bounds for blow‐up times are obtained. When the system parameters satisfy certain conditions, the explicit solutions of a related system of random PDEs are deduced, which allows us to use Yor's formula to obtain the distribution functions of several blow‐up times. Particularly, the impact of noises on the life span of solutions is studied as the system parameters satisfy different conditions. Copyright © 2016 John Wiley & Sons, Ltd. |
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| Keywords: | blow‐up systems of SPDEs weak and mild solutions gamma distribution subclass 60H15 35R60 74H35 |
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