Article ID Journal Published Year Pages File Type
1157101 Stochastic Processes and their Applications 2006 31 Pages PDF
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 p of the stable noise. Our arguments are different for p<1 and p⩾1.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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