Special Session 35: 

Stochastic comparisons for stochastic heat equation

Le Chen
Emory University
USA
Co-Author(s):    Kunwoo Kim
Abstract:
We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t} -\frac{1}{2}\Delta \right) u(t,x) = \rho(u(t,x)) \:\dot{M}(t,x), \] where $\dot{M}$ is a spatially homogeneous Gaussian noise that is white in time and colored in space, and $\rho$ is a Lipschitz continuous function that vanishes at zero. These results are obtained for rough initial data and under Dalang`s condition, namely, $\int_{\mathbb{R}^d}(1+|\xi|^2)^{-1}\hat{f}(\text{d} \xi)