Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1157101 | Stochastic Processes and their Applications | 2006 | 31 Pages |
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)
Authors
Carl Mueller, Leonid Mytnik, Aurel Stan,