Global existence and non-existence of stochastic parabolic equations

Abstract

This paper is concerned with the blowup phenomenon of stochastic parabolic equations both on bounded domain and in the whole space. We introduce a new method to study the blowup phenomenon on bounded domain. Comparing with the existing results, we delete the assumption that the solutions to stochastic heat equations are non-negative. Then the blowup phenomenon in the whole space is obtained by using the properties of heat kernel. We obtain that the solutions will blow up in finite time for nontrivial initial data.