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arxiv: 1603.01676 · v2 · pith:S4YVX6VUnew · submitted 2016-03-05 · 🧮 math.PR

Explosive solutions of parabolic stochastic partial differential equations with Lacute{e}vy noise

classification 🧮 math.PR
keywords noisestochasticacutedifferentialsolutionsconditionsdrivenequation
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In this paper, we study the explosive solutions to a class of parbolic stochastic semilinear differential equations driven by a L$\acute{\mbox{e}}$vy 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 the positive solutions will blow up in finite time in mean $L^{p}$-norm sense, provided that the initial data, the nonlinear term and the multiplicative noise satisfies some conditions. Several examples are presented to illustrated the theory. Finally, we establish a global existence theorem based on a Lyapunov functional and prove that a stochastic Allen-Cahn equation driven by L$\acute{\mbox{e}}$vy noise has a global solution.

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