Existence of weak solutions to stochastic heat equations driven by truncated $\alpha$-stable white noises with non-Lipschitz coefficients
Abstract
We consider a class of stochastic heat equations driven by truncated -stable white noises for with noise coefficients that are continuous but not necessarily Lipschitz and satisfy globally linear growth conditions. We prove the existence of weak solution, taking values in two different spaces, to such an equation using a weak convergence argument on solutions to the approximating stochastic heat equations. For the weak solution is a measure-valued c\`{a}dl\`{a}g process. However, for the weak solution is a c\`{a}dl\`{a}g process taking function values, and in this case we further show that for the uniform -th moment for -norm of the weak solution is finite, and that the weak solution is uniformly stochastic continuous in sense and satisfies a flow property.
Keywords
Cite
@article{arxiv.2208.00820,
title = {Existence of weak solutions to stochastic heat equations driven by truncated $\alpha$-stable white noises with non-Lipschitz coefficients},
author = {Yongjin Wang and Chengxin Yan and Xiaowen Zhou},
journal= {arXiv preprint arXiv:2208.00820},
year = {2024}
}