Time continuity of weak-predictable random field solutions

Publication date 7 June 2017

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: The question of global existence or non-existence of solution to a given stochastic partial differential equation under some non-linear conditions always comes to mind. To show that our weak-predictable random field solutions do not have global existence for all time , it requires that we first establish that the solutions exhibit continuity in time property. The results discuss the mean-square and mean continuity in time of a class of jump-discontinuous heat equations perturbed by compensated and non-compensated Poisson random noises respectively; and we showed that our mild solutions are mean and mean-square continuous in time for any time interval ; better put, our solutions have continuous versions or modifications for any time interval.

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