Regularity and strict positivity of densities for the stochastic heat equation on \mathbb{R}^d
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Publication:6313709
arXiv1902.02382MaRDI QIDQ6313709FDOQ6313709
Authors: Le Chen, Jingyu Huang 
Publication date: 6 February 2019
Abstract: In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The difficulty, and hence the contribution, of the paper lie in three aspects, which include rough initial conditions, degenerate diffusion coefficient, and weakest possible assumptions on the correlation function of the noise. In particular, our results cover the parabolic Anderson model starting from a Dirac delta initial measure.
Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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