Analytically weak and mild solutions to stochastic heat equation with irregular drift
Abstract
Consider the stochastic heat equation \begin{equation*} \partial_t u_t(x)=\frac12 \partial^2_{xx}u_t(x) +b(u_t(x))+\dot{W}_{t}(x),\quad t\in(0,T],\, x\in D, \end{equation*} where is a generalized function, is either or , and is space-time white noise on . If the drift is a sufficiently regular function, then it is well-known that any analytically weak solution to this equation is also analytically mild, and vice versa. We extend this result to drifts that are generalized functions, with an appropriate adaptation of the notions of mild and weak solutions. As a corollary of our results, we show that for , , this equation has a unique analytically weak and mild solution, thus extending the classical results of Gy\"ongy and Pardoux (1993).
Cite
@article{arxiv.2410.06599,
title = {Analytically weak and mild solutions to stochastic heat equation with irregular drift},
author = {Siva Athreya and Oleg Butkovsky and Khoa Lê and Leonid Mytnik},
journal= {arXiv preprint arXiv:2410.06599},
year = {2025}
}