Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation

IF 1.5 Q2 PHYSICS, MATHEMATICAL
R. Catellier, Fabian A. Harang
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引用次数: 7

Abstract

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path establish wellposedness of such equations, even when the drift and diffusion coefficients are given as generalized functions or distributions. In addition we prove regularity of the averaged field associated to a L\'evy fractional stable motion, and use this as an example of a perturbation regularizing the multiplicative stochastic heat equation.
带乘性噪声的随机热方程经不规则扰动的路径正则化
研究了具有乘性空间噪声的随机热方程解的存在唯一性。在噪声路径正则化的精神下,我们证明了一个足够不规则的连续路径的扰动建立了这种方程的适定性,即使当漂移系数和扩散系数作为广义函数或分布给出时也是如此。此外,我们证明了与L′evy分数阶稳定运动相关的平均场的正则性,并以此作为一个扰动正则化乘法随机热方程的例子。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
CiteScore
2.30
自引率
0.00%
发文量
16
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