Long time existence for the heat equation with a spatially correlated noise term (Q4237952)

The author considers the stochastic heat equation \(u_t=\Delta u+u^\gamma\dot{N}\) for \(t>0\) on a bounded open domain \({\mathcal O}\subset\mathbb R^d\) with Dirichlet boundary conditions. The stochastic process \(\{\dot{N}(t,x):t\geq 0\), \(x\in{\mathcal O}\}\) is a correlated noise. On the cube \({\mathcal O}=[0,J]^d\) this noise is Gaussian with mean \(0\), uncorrelated in time, and with spatial correlation \(| x-y| ^{-\alpha}\) for an \(\alpha<\min\{d/2,2\}\). The main result is that the unique Hölder continuous solution exists for all time with probability one, provided \(1\leq\gamma<1+(1-\alpha/2)/d\). The proof follows and extends the results for space-time white noise by \textit{C. Mueller} [Probab. Theory Relat. Fields 90, No. 4, 505-517 (1991; Zbl 0729.60055)]. Therefore, the author establishes quite technical large deviation results estimating the probability of noise dependent terms being large in a corresponding integral equation. The results are established only on a cube, but general bounded open sets are enclosed in a cube, and then treated by comparison principles.