A probabilistic proof of non-explosion of a non-linear PDE system

Citation
Ja. Lopez-mimbela et A. Wakolbinger, A probabilistic proof of non-explosion of a non-linear PDE system, J APPL PROB, 37(3), 2000, pp. 635-641
Citations number
6
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF APPLIED PROBABILITY
ISSN journal
00219002 → ACNP
Volume
37
Issue
3
Year of publication
2000
Pages
635 - 641
Database
ISI
SICI code
0021-9002(200009)37:3<635:APPONO>2.0.ZU;2-J
Abstract
Using a representation in terms of a two-type branching particle system, we prove that positive solutions of the system (u) over dot = Au + uv, (v) ov er dot = Bv + uv remain bounded for suitable bounded initial conditions, pr ovided A and B generate processes with independent increments and one of th e processes is transient with a uniform power decay of its semigroup. For t he case of symmetric stable processes on R-1, this answers a question raise d in [4].