On the local well-posedness of randomly forced reaction-diffusion equations with $$\varvec{L^2}$$ initial data and a superlinear reaction term
Abstract We consider a parabolic stochastic partial differential equation (SPDE) on [0, 1] that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusion coefficient and a drift coefficient that is locally Lipschitz and satisfies an $$L\log L$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>L</mml:mi> <mml:mo>log</mml:mo> <mml:mi>L</mml:mi> </mml:mrow> </mml:math> growth condition. We prove that the SPDE is well posed when the initial data is in $$L^2[0,1]$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mrow> <mml:mo>[</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> <mml:mo>]</mml:mo> </mml:mrow> </mml:mrow> </mml:math> . This solves a strong form of an open problem.
Authors
- Mohammud Foondun (ORCID: https://orcid.org/0000-0001-7634-916X)
- Davar Khoshnevisan
- Eulalia Nualart
Institutions
- Universitat Pompeu Fabra (ES)
- University of Strathclyde (GB)
- University of Utah (US)
- Barcelona School of Economics (ES)
Publication Details
- Journal
- Probability Theory and Related Fields
- Published
- 2026-04-13
- DOI
- https://doi.org/10.1007/s00440-026-01487-9
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00