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The heat equation with time-independent multiplicative stable Lévy noise
Authors:Carl Mueller  Leonid Mytnik  Aurel Stan
Affiliation:1. Department of Mathematics, University of Rochester, Rochester, NY 14627, USA;2. Faculty of Industrial Engineering and Management, Technion—Israel Institute of Technology, Haifa 32000, Israel;3. Department of Mathematics, The Ohio State University at Marion, 1465 Mt Vernon Avenue, Marion, OH 43302, USA
Abstract:We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the Skorokhod integral or Wick product. We give a criterion for existence based on the dimension of the space variable, and the parameter pp of the stable noise. Our arguments are different for p<1p<1 and p?1p?1.
Keywords:Primary 60H15   secondary 35R60   35K05
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