Exponential Functionals of Brownian Motion and Explosion Times of a System of Semilinear SPDEs
Exponential Functionals of Brownian Motion and Explosion Times of a System of Semilinear SPDEs
Abstract 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 distribution functions …