WIAS Preprint No. 824, (2003)

Heat equation with strongly inhomogeneous noise


Authors

  • Zähle, Henryk

2010 Mathematics Subject Classification

  • 60H15 35R60 60H20 60J80

Keywords

  • stochastic partial differential equation, martingale problem, singularmeasure, catalytic super-Brownian motion

DOI

10.20347/WIAS.PREPRINT.824

Abstract

We consider the stochastic heat equation in dimension one with singular drift and driven by an inhomogeneous space-time white noise whose quadratic variation measure is not absolutely continuous w.r.t. Lebesgue measure, neither in space nor in time. Under various assumptions we give statements on strong and weak existence as well as strong and weak uniqueness of continuous solutions.

Download Documents