Existence of explosive solutions to some nonlinear parabolic Itô equations

@article{Pao2015,
abstract = {The paper is concerned with the problem of existence of explosive solutions for a class of nonlinear parabolic Itô equations. Under some sufficient conditions on the initial state and the coefficients, it is proven by the method of auxiliary functionals that there exist explosive solutions with positive probability. The main results are presented in Theorems 3.1 and 3.2 under different sets of conditions. An example is given to illustrate some application of the second theorem.},
author = {Pao-Liu Chow},
journal = {Banach Center Publications},
keywords = {nonlinear parabolic Itō equations; explosive solutions},
language = {eng},
number = {1},
pages = {73-80},
title = {Existence of explosive solutions to some nonlinear parabolic Itô equations},
url = {http://eudml.org/doc/286602},
volume = {105},
year = {2015},
}

TY - JOUR
AU - Pao-Liu Chow
TI - Existence of explosive solutions to some nonlinear parabolic Itô equations
JO - Banach Center Publications
PY - 2015
VL - 105
IS - 1
SP - 73
EP - 80
AB - The paper is concerned with the problem of existence of explosive solutions for a class of nonlinear parabolic Itô equations. Under some sufficient conditions on the initial state and the coefficients, it is proven by the method of auxiliary functionals that there exist explosive solutions with positive probability. The main results are presented in Theorems 3.1 and 3.2 under different sets of conditions. An example is given to illustrate some application of the second theorem.
LA - eng
KW - nonlinear parabolic Itō equations; explosive solutions
UR - http://eudml.org/doc/286602
ER -