Spatial Hölder continuity for the parabolic Anderson model with the singular initial conditions

Under the singular initial conditions, we consider the parabolic Anderson model driven by the time-independent generalized Gaussian fields, which include some frequently-used non-stationary Gaussian fields. When the initial value u0 belongs to the weighted Besov space with negative regularity Bq,∞−κ,wλ, it is proved that there exists a unique pathwise solution for the model in the Young sense. Moreover, if u0 also satisfies the measure-valued initial condition, by the Feynman-Kac formula based on Brownian bridge, we find that the solution owns a spatially Hölder continuous modification.

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Publication Details

Journal
Journal of Mathematical Physics
Published
2024-11-01
DOI
https://doi.org/10.1063/5.0172994
Primary Topic
Advanced Mathematical Modeling in Engineering
Type
article
Field-Weighted Citation Impact
0.00

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article

Spatial Hölder continuity for the parabolic Anderson model with the singular initial conditions

Yangyang Lyu, Hui Sun
Journal of Mathematical Physics
Advanced Mathematical Modeling in Engineering
article

Spatial Hölder continuity for the parabolic Anderson model with the singular initial conditions

Yangyang Lyu, Hui Sun
article en

Abstract

Under the singular initial conditions, we consider the parabolic Anderson model driven by the time-independent generalized Gaussian fields, which include some frequently-used non-stationary Gaussian fields. When the initial value u0 belongs to the weighted Besov space with negative regularity Bq,∞−κ,wλ, it is proved that there exists a unique pathwise solution for the model in the Young sense. Moreover, if u0 also satisfies the measure-valued initial condition, by the Feynman-Kac formula based on Brownian bridge, we find that the solution owns a spatially Hölder continuous modification.

Journal of Mathematical PhysicsVol. 65(11)
Minnan Normal University (CN)
National Natural Science Foundation of China, Department of Education, Fujian Province
Openalex Percentile: Top 76%
Advanced Mathematical Modeling in Engineering
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