• Title of article

    The heat equation with time-independent multiplicative stable Lévy noise

  • Author/Authors

    Mueller، نويسنده , , Carl and Mytnik، نويسنده , , Leonid and Stan، نويسنده , , Aurel، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    31
  • From page
    70
  • To page
    100
  • Abstract
    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 ⩾ 1 .
  • Keywords
    Heat equation , Stochastic partial differential equations , Noise
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2006
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577738