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On the Positivity of the Stochastic Heat Equation
Authors:Benth  Fred Espen
Institution:(1) Department of Mathematics, University of Oslo, Box 1053 Blindern, N-0316 Oslo, Norway;(2) Department of Mathematics V, University of Mannheim A5, D-68131 Mannheim, Germany
Abstract:We study the positivity preserving properties of the heat equation with a white noise potential and random initial condition. Moreover, we find a generalized Feynman--Kac formula for the solution of the problem using methods from the white noise analysis. The initial condition can anticipate the driving white noise. We show that the solution is positive, when the random initial condition is positive. For the case of a time-dependent white noise potential, we give a special representation of the solution together with regularity results.
Keywords:Stochastic partial differential equations  Feynman-Kac formula  white noise analysis  translations  
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