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Non‐Explosion of Solutions to Stochastic Reaction‐Diffusion Equations
Author(s) -
Dozzi M.,
Maslowski B.
Publication year - 2002
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/1521-4001(200211)82:11/12<745::aid-zamm745>3.0.co;2-1
Subject(s) - diffusion , lipschitz continuity , mathematics , reaction–diffusion system , polynomial , mathematical analysis , physics , thermodynamics
Nonexplosion of solutions to semilinear stochastic parabolic equations with non‐Lipschitz drift and diffusion terms is proved by means of an infinite‐dimensional version of Khasminskii test. The results are applied to stochastic reaction‐diffusion equations with polynomial coefficients.