On space-time regularity for the stochastic heat equation on Lie groups (Q1969455): Difference between revisions

The existence and uniqueness theory for weak solutions of the heat equation \( \partial_t u = \Delta u + b(u) + F(u)\dot{W} \) on the space-time \(\mathbb{R}_+ \times \mathbf G\) is developed, where \( \mathbf G \) is an arbitrary compact Lie group. \(\Delta\) is the Laplace Beltrami operator, \(b\) and \(F\) are Lipschitz continuous functions, and \(W\) sends \(\mathbb{R}_+\) into the set of measures on \(\mathbf G\) absolutely continuous w.r.t. the Haar measure. Necessary and sufficient conditions on the noise term \(W\) leading to Hölder continuous solutions are stated. The paper is well organized, cites and comments related papers in the introduction and delivers explicitly formulated proofs. The methods used and the results are well interpreted mathematically.