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 -theory. Various improvements are obtained as corollaries.
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