The heat equation with time-independent multiplicative stable Lévy noise (Q2576957): Difference between revisions

The authors consider the heat equation with a multiplicative noise term \[ \frac{\partial u}{\partial t}=\Delta u + u \diamond \dot{L}(x), \qquad u(0,x)=u_0(x) \] where \(\dot{L}(x)\) is a one-sided stable noise of index \(p\in [1,2)\) defined on \(x\in \mathbb{R}^d\). The product \(u \diamond \dot{L}(x)\) is related to the Skorokhod integral or Wick product. In the main result the authors give conditions on \(p\) and the dimension \(d\) such that the solution of the problem exists and is unique.