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Stochastic fractional heat equation with general rough noise

Probability 2026-04-10 v1

Abstract

Consider the following nonlinear one-dimensional stochastic fractional heat equation tu(t,x)=(Δ)α/2u(t,x)+σ(t,x,u(t,x))W˙(t,x),\frac{\partial }{\partial t}u(t, x)= -(-\Delta)^{\alpha/2}u(t, x) +\sigma(t,x,u(t,x)) \dot{W}(t, x), where (Δ)α/2-(-\Delta)^{\alpha/2} is the fractional Laplacian on R\mathbb R for 1<α<21<\alpha<2, and W˙\dot{W} is a Gaussian noise that is white in time and behaves in space as a fractional Brownian motion with Hurst index HH satisfying 3α4<H<12\frac{3-\alpha}{4}<H<\frac12. When α=2\alpha=2, Hu and Wang ({\it Ann. Inst. Henri Poincar\'e Probab. Stat.} {\bf 58} (2022) 379-423) studied the well-posedness of the solution and its H\"older continuity, removing the technical condition σ(0)=0\sigma(0)=0 that was previously assumed in Hu et al. ({\it Ann. Probab.} {\bf 45} (2017) 4561-4616). Their approach relied on working in a weighted space with a suitable power decay function. For the case α(1,2)\alpha\in (1,2), inspired by Hu and Wang, we investigate the well-posedness of the stochastic fractional heat equation without imposing the technical condition of σ(0)=0\sigma(0)=0, which was required in the earlier work of Liu and Mao ({\it Bull. Sci. Math.} {\bf181} (2022) 103207). In our analysis, precise estimates of the heat kernel associated with the fractional Laplacian (Δ)α/2-(-\Delta)^{\alpha/2} play a crucial role.

Keywords

Cite

@article{arxiv.2604.07697,
  title  = {Stochastic fractional heat equation with general rough noise},
  author = {Bin Qian and Ran Wang},
  journal= {arXiv preprint arXiv:2604.07697},
  year   = {2026}
}

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28 pages