English

Comparison principle for stochastic heat equations driven by $\alpha$-stable white noises

Probability 2024-04-02 v4

Abstract

For a class of non-linear stochastic heat equations driven by α\alpha-stable white noises for α(1,2)\alpha\in(1,2) with Lipschitz coefficients, we first show the existence and pathwise uniqueness of LpL^p-valued c\`{a}dl\`{a}g solutions to such a equation for p(α,2]p\in(\alpha,2] by considering a sequence of approximating stochastic heat equations driven by truncated α\alpha-stable white noises obtained by removing the big jumps from the original α\alpha-stable white noises. If the α\alpha-stable white noise is spectrally one-sided, under additional monotonicity assumption on noise coefficients, we prove a comparison theorem on the L2L^2-valued c\`{a}dl\`{a}g solutions of such a equation. As a consequence, the non-negativity of the L2L^2-valued c\`{a}dl\`{a}g solution is established for the above stochastic heat equation with non-negative initial function.

Keywords

Cite

@article{arxiv.2209.14818,
  title  = {Comparison principle for stochastic heat equations driven by $\alpha$-stable white noises},
  author = {Yongjin Wang and Chengxin Yan and Xiaowen Zhou},
  journal= {arXiv preprint arXiv:2209.14818},
  year   = {2024}
}
R2 v1 2026-06-28T02:22:41.484Z