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