Time-Homogeneous Parabolic Wick-Anderson Model in One Space Dimension: Regularity of Solution

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Kim, Hyun-Jung; Lototsky, Sergey V;
  • Subject: Mathematics - Probability

Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the stochastic heat equation with space... View more
  • References (20)
    20 references, page 1 of 2

    p(t + h − sn, x, yn) · · · p(s2 − s1, y2, y1)u(0)(s1, y1)dsn cf. (7.2).

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