English

Analytically weak solutions to stochastic heat equations with spatially rough noise

Probability 2024-04-30 v1

Abstract

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 LpL^p-theory. Various improvements are obtained as corollaries.

Keywords

Cite

@article{arxiv.2404.18920,
  title  = {Analytically weak solutions to stochastic heat equations with spatially rough noise},
  author = {Máté Gerencsér},
  journal= {arXiv preprint arXiv:2404.18920},
  year   = {2024}
}

Comments

21 pages

R2 v1 2026-06-28T16:10:09.923Z