Abstract
A two-space dimensional heat equation perturbed by a white noise in a bounded volume is considered. The equation is perturbed by a non-linearity of the type λ : f(AU) :, where : : means Wick (re)ordering with respect to the free solution; λ, A are small parameters, U denotes a solution, f is the Fourier transform of a complex measure with compact support. Existence and uniqueness of the solution in a class of Colombeau-Oberguggenberger generalized functions is proven. An explicit construction of the solution is given and it is shown that each term of the expansion in a power series in λ is associated with an L2-valued measure when A is a small enough.
| Original language | English |
|---|---|
| Pages (from-to) | 319-366 |
| Number of pages | 48 |
| Journal | Probability Theory and Related Fields |
| Volume | 121 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Jan 2001 |
| Externally published | Yes |
Keywords
- Parabolic type
- Random generalized functions
- Stochastic partial differential equations
- Stochastic quantization (of Sine-Gordon equation)