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.
Authors
- Yangyang Lyu (ORCID: https://orcid.org/0000-0002-4335-3506)
- Hui Sun (ORCID: https://orcid.org/0000-0001-6932-1943)
Institutions
- Minnan Normal University (CN)
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
Funders
- National Natural Science Foundation of China
- Department of Education, Fujian Province