No label defined (Q4378536)

The heat equation in question has the form \[ u(t,x)=u_0(x)+\int_0^t[c(t-s)\Delta u(s,x)-\beta (t-s)u(s,x)+ h(s,x)]ds. \] The equation is formulated as an abstract evolution equation in \(L^2\) with irregular forces \(h=\sqrt{Q}\dot{W}(t)\) where \(W\) is \(L^2\)-valued cylindrical Wiener process. Let \(S(t)\) be the corresponding resolvent operator. The paper is devoted to the study of the stochastic convolution \[ W_S(t)=\int_0^tS(t-r)\sqrt Q dW(r). \] It is shown that the laws of \(W_S(t)\) are Gaussian, trajectories are Hölder continuous, and the laws converge as \(t\to\infty\) to a stationary process; the corresponding invariant measure is characterized.