Analytically weak solutions to stochastic heat equations with spatially rough noise

Fuente: arXiv
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Autor principal: Gerencsér, Máté
Formato: Preprint
Publicado: 2024
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author Gerencsér, Máté
author_facet Gerencsér, Máté
contents In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance is not a measure). Here we present a simple alternative to derive such results by considering the equations in the analytically weak sense, using either the variational approach or Krylov's $L^p$-theory. Various improvements are obtained as corollaries.
format Preprint
id arxiv_https___arxiv_org_abs_2404_18920
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Analytically weak solutions to stochastic heat equations with spatially rough noise
Gerencsér, Máté
Probability
60H15
In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance is not a measure). Here we present a simple alternative to derive such results by considering the equations in the analytically weak sense, using either the variational approach or Krylov's $L^p$-theory. Various improvements are obtained as corollaries.
title Analytically weak solutions to stochastic heat equations with spatially rough noise
topic Probability
60H15
url https://arxiv.org/abs/2404.18920