Stochastic heat equation with rough dependence in space

Citation
Hu, Yaozhong et al., Stochastic heat equation with rough dependence in space, Annals of probability (Online) , 45(6B), 2017, pp. 4561-4616
ISSN journal
2168894X
Volume
45
Issue
6B
Year of publication
2017
Pages
4561 - 4616
Database
ACNP
SICI code
Abstract
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter H.(14,12) in the space variable. The existence and uniqueness of the solution u are proved assuming the nonlinear coefficient .(u) is differentiable with a Lipschitz derivative and .(0)=0.