Non-Explosion of Solutions to Stochastic Reaction-Diffusion Equations

Marco Dozzi, Bohdan Maslowski · ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik · 2002

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.

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