Parabolic Anderson model on Heisenberg groups: the It\^o setting

Abstract: In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group

m a t h b f H^{n}

of order

n

. This equation is written as

p a r t i a l_{t} u = f r a c 12 D e l t a u + u d o t W_{a} l p h a

, where

D e l t a

is the hypoelliptic Laplacian on

m a t h b f H^{n}

and

d o t W_{a} l p h a; a l p h a > 0

is a family of Gaussian space-time noises which are white in time and have a covariance structure generated by

(- D e l t a)^{- a l p h a}

in space. Our aim is threefold: (i) Give a proper description of the noise

W_{a} l p h a

; (ii) Prove that one can solve the stochastic heat equation in the It^{o} sense as soon as

a l p h a > f r a c n 2

; (iii) Give some basic moment estimates for the solution

u (t, x)

.

This page was built for publication: Parabolic Anderson model on Heisenberg groups: the It\^o setting