Existence of explosive solutions to some nonlinear parabolic Itô equations

DOI10.4064/BC105-0-5MaRDI QIDQ5265535zbMATH OpenOpenAlexFDO

Authors Pao-Liu Chow

Publication date 28 July 2015

Published in Banach Center Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/bc105-0-5

zbMATH Keywords

explosive solutionsnonlinear parabolic Itō equations

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(1)

• Almost sure explosion of solutions to stochastic differential equations

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