Abstract
We consider the initial boundary value problem of the non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random noises. The space boundary is Lipschitz, and we impose nonzero condition on the parabolic boundary. We prove a regularity result by finding appropriate spaces for solutions and pre-assigned data in the problem. We use a collection of tools from potential theory, harmonic analysis, and probability. Some lemmas are as important as the main theorem.
| Original language | English |
|---|---|
| Pages (from-to) | 1135-1164 |
| Number of pages | 30 |
| Journal | Journal of Theoretical Probability |
| Volume | 26 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2013 Dec 1 |
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All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty
Cite this
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On Initial-Boundary Value Problem of the Stochastic Heat Equation in Lipschitz Cylinders. / Chang, Tongkeun; Lee, Kijung; Yang, Minsuk.
In: Journal of Theoretical Probability, Vol. 26, No. 4, 01.12.2013, p. 1135-1164.Research output: Contribution to journal › Article
TY - JOUR
T1 - On Initial-Boundary Value Problem of the Stochastic Heat Equation in Lipschitz Cylinders
AU - Chang, Tongkeun
AU - Lee, Kijung
AU - Yang, Minsuk
PY - 2013/12/1
Y1 - 2013/12/1
N2 - We consider the initial boundary value problem of the non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random noises. The space boundary is Lipschitz, and we impose nonzero condition on the parabolic boundary. We prove a regularity result by finding appropriate spaces for solutions and pre-assigned data in the problem. We use a collection of tools from potential theory, harmonic analysis, and probability. Some lemmas are as important as the main theorem.
AB - We consider the initial boundary value problem of the non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random noises. The space boundary is Lipschitz, and we impose nonzero condition on the parabolic boundary. We prove a regularity result by finding appropriate spaces for solutions and pre-assigned data in the problem. We use a collection of tools from potential theory, harmonic analysis, and probability. Some lemmas are as important as the main theorem.
UR - http://www.scopus.com/inward/record.url?scp=84886592914&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84886592914&partnerID=8YFLogxK
U2 - 10.1007/s10959-012-0444-1
DO - 10.1007/s10959-012-0444-1
M3 - Article
AN - SCOPUS:84886592914
VL - 26
SP - 1135
EP - 1164
JO - Journal of Theoretical Probability
JF - Journal of Theoretical Probability
SN - 0894-9840
IS - 4
ER -