On the Positivity of the Stochastic Heat Equation |
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Authors: | Benth Fred Espen |
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Affiliation: | (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 |
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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. |
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Keywords: | Stochastic partial differential equations Feynman-Kac formula white noise analysis translations. |
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