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
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 of several explosion times. We also give the Laplace transforms at independent exponential times of related exponential functionals of Brownian motion.
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