The heat equation with time-independent multiplicative stable Lévy noise
We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the Skorokhod integral or Wick product. We give a criterion for existence based on the dimension of the space variable, and the parameter p of the stable noise. Our arguments are different for p<1 and p[greater-or-equal, slanted]1.
Year of publication: |
2006
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Authors: | Mueller, Carl ; Mytnik, Leonid ; Stan, Aurel |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 116.2006, 1, p. 70-100
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Publisher: |
Elsevier |
Keywords: | Heat equation Noise Stochastic partial differential equations |
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