Special Session 81: Stochastic Modeling in Biological, Physical and Social Sciences: Theory and Applications

Global existence of stochastic heat equation in the superlinear-growth regime

Le Chen
Auburn University
USA
Co-Author(s):    Jingyu Huang
Abstract:
In this paper, we study the \textit{stochastic heat equation} (SHE) on $\R^d$ subject to a centered Gaussian noise that is white in time and colored in space. We establish the existence and uniqueness of the random field solution in the presence of locally Lipschitz drift and diffusion coefficients, which can have certain superlinear growth. This is a nontrivial extension of the recent work by Dalang, Khoshnevisan and Zhang~[AOP`19], where the one-dimensional SHE on $[0,1]$ subject to space-time white noise has been studied. This talk is based on a jointwork with Jingyu Huang.