Stochastic parabolic Anderson model with time-homogeneous generalized potential: mild formulation of solution

DOI10.3934/CPAA.2019038MaRDI QIDQ1633412zbMATH OpenOpenAlexWikidataFDO

Authors Hyun-Jung Kim

Publication date 20 December 2018

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.01734

zbMATH Keywords

fixed point theoremfractional Sobolev spacesSchauder estimatesmild solutionStratonovich solutionHölder regularity

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60) Fixed-point theorems on manifolds (58C30)

Abstract: A mild formulation for stochastic parabolic Anderson model with time-homogeneous Gaussian potential suggests a way of defining a solution to obtain its optimal regularity. Two different interpretations in the equation or in the mild formulation are possible with usual pathwise product and the Wick product: the usual pathwise interpretation is mainly discussed. We emphasize that a modified version of parabolic Schauder estimates is a key idea for the existence and uniqueness of a mild solution. In particular, the mild formulation is crucial to investigate a relation between the equation with usual pathwise product and the Wick product.

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Cited in

(2)

• The mild and weak solutions of a stochastic parabolic Anderson equation
• Mild solution to parabolic Anderson model in Gaussian and Poisson potential

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