Considerthe following stochastic partial differential equation,
The operator L is thegenerator of a strictly stable process and F˙ is the random forcing term whichis assumed to be Gaussian. Under some additional conditions, most notably on σ and the initial condition, weshow non-existence of global random field solutions. Our results are new andcomplement earlier works.
- partial differential equation
- space–time white noise
- space colored noise
- fractional stochastic equation