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Explosive solutions of parabolic stochastić partial differential equations with Lévy noise

  • Xi'an Jiaotong University

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

In this paper, we study the explosive solutions to a class of parbolic stochastic semilinear differential equations driven by a Lévy type noise. The sufficient conditions are presented to guarantee the existence of a unique positive solution of the stochastic partial differential equation under investigation. Moreover, we show that positive solutions will blow up in finite time in mean Lp-norm sense, provided that the initial data, the nonlinear term and the multiplicative noise satisfies some conditions. Several examples are presented to illustrate the theory. Finally, we establish a global existence theorem based on a Lyapunov functional and prove that a stochastic Allen-Cahn equation driven by Lévy noise has a global solution.

Original languageEnglish
Pages (from-to)5105-5125
Number of pages21
JournalDiscrete and Continuous Dynamical Systems- Series A
Volume37
Issue number10
DOIs
StatePublished - Oct 2017

Keywords

  • Blow-up of solutions
  • Lévy noise
  • Positive solution
  • Stochastic reaction-diffusion equation

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