Comparison principle for stochastic heat equations driven by -stable white noises

DOI10.3150/23-BEJ1635MaRDI QIDQ6201855OpenAlexFDO

Authors Yongjin Wang, Chengxin Yan, Xiaowen Zhou

Publication date 26 March 2024

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2209.14818

zbMATH Keywords

comparison principlestochastic heat equationsnon-negative solutions\( \alpha \)-stable white noisestruncated \(\alpha \)-stable white noises

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Abstract: For a class of non-linear stochastic heat equations driven by $alpha$-stable white noises for $alphain(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued c`{a}dl`{a}g solutions to such a equation for $pin(alpha,2]$ by considering a sequence of approximating stochastic heat equations driven by truncated $alpha$-stable white noises obtained by removing the big jumps from the original $alpha$-stable white noises. If the $alpha$-stable white noise is spectrally one-sided, under additional monotonicity assumption on noise coefficients, we prove a comparison theorem on the $L^2$-valued c`{a}dl`{a}g solutions of such a equation. As a consequence, the non-negativity of the $L^2$-valued c`{a}dl`{a}g solution is established for the above stochastic heat equation with non-negative initial function.

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Cited in

(1)

• Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients

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