Exponential Functionals of Brownian Motion and Explosion Times of a System of Semilinear SPDEs

Author: Dozzi M.   Kolkovska E. T.   López-Mimbela J. A.  

Publisher: Taylor & Francis Ltd

ISSN: 0736-2994

Source: Stochastic Analysis and Applications, Vol.31, Iss.6, 2013-11, pp. : 975-991

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Abstract