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arXiv · 2501.02951

Stochastic very weak solution to parabolic equations with singular coefficients

Snežana Gordić·Tijana Levajković·Ljubica Oparnica
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Abstract

A class of stochastic parabolic equations with singular potentials is analysed in the chaos expansion setting where the Wick product is used to give sense to the product of generalized stochastic processes. For the analysis of such equations we combine the chaos expansion method from the white noise analysis and the concept of very weak solutions from the theory of partial differential equations. The stochastic very weak solution to the stochastic parabolic evolution problem is defined and its existence and uniqueness are shown. For regular enough potentials and data we prove consistency of stochastic very weak solution with a stochastic weak solution. We give an example to illustrate the method and possible applications.

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Snežana Gordić, Tijana Levajković, Ljubica Oparnica. 2025-01-06. Stochastic very weak solution to parabolic equations with singular coefficients. https://arxiv.org/abs/2501.02951

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