English

Nonnegative solutions to stochastic heat equation with nonlinear drift

Probability 2013-06-28 v1

Abstract

We consider one-dimensional stochastic heat equation with nonlinear drift, tu=12Δu+b(u)u+σ(u)W˙(t,x)\displaystyle \partial_t u=\frac{1}{2}\Delta u+b(u)u+\sigma(u)\dot{W}(t,x), where b:R+Rb:\mathbb{R}_{+}\to \mathbb{R} is a continuous function and σ:R+R\sigma:\mathbb{R}_{+}\to \mathbb{R} is a continuous function with suitable property. We will construct nonnegative solutions to such SPDEs.

Keywords

Cite

@article{arxiv.1306.6385,
  title  = {Nonnegative solutions to stochastic heat equation with nonlinear drift},
  author = {Makoto Nakashima},
  journal= {arXiv preprint arXiv:1306.6385},
  year   = {2013}
}
R2 v1 2026-06-22T00:41:06.588Z