Time-Homogeneous Parabolic Wick-Anderson Model in One Space Dimension: Regularity of Solution
Probability
2017-04-25 v1
Abstract
Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the stochastic heat equation with space-only Gaussian white noise on a bounded interval. The main result is that the space-time regularity of the solution is the same for additive noise and for multiplicative noise in the Wick-It\^o-Skorokhod interpretation.
Keywords
Cite
@article{arxiv.1704.06995,
title = {Time-Homogeneous Parabolic Wick-Anderson Model in One Space Dimension: Regularity of Solution},
author = {Hyun-Jung Kim and Sergey V Lototsky},
journal= {arXiv preprint arXiv:1704.06995},
year = {2017}
}