Date/heure
4 mai 2017
10:45 - 11:45
Oratrice ou orateur
José Alfredo Là³pez Mimbela
Catégorie d'évènement Séminaire Probabilités et Statistique
Résumé
We consider semi-linear PDEs perturbed by a multiplicative noise
of the form
$
du(t,x)=[Au(t,x)+G(u(t,x))]dt+ku(t,x)dW(t),
$
where $ A$ is the Laplacian, $ G$ is a positive, increasing convex function, $ k
$ is constant and $ {W(t)}$ is a one-dimensional Brownian motion.
Nontrivial positive solutions of these equations can exist globally in time,
or they can exhibit blow up in finite time. In this talk we will focus on
the later regime and obtain bounds for the blow up times, which are given in
terms of integral functionals of $ {W(t)}$.