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arXiv · 1802.01734

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

Hyun-Jung Kim
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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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Hyun-Jung Kim. 2018-02-05. Stochastic parabolic Anderson model with time-homogeneous generalized potential: Mild formulation of solution. https://arxiv.org/abs/1802.01734

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