论文标题

Heisenberg Groups的抛物线Anderson模型:ITô设置

Parabolic Anderson model on Heisenberg groups: the Itô setting

论文作者

Baudoin, Fabrice, Ouyang, Cheng, Tindel, Samy, Wang, Jing

论文摘要

在本说明中,我们将注意力集中在Heisenberg Group $ \ Mathbf {H}^{n} $ $ n $的随机热方程上。该方程式写为$ \ partial_t u = \ frac {1} {2}ΔU+u \ u \ dot {w}_α$,其中$Δ$是$ \ mathbf {h}^{n}^{n} $和$ \ \ \ \ \ { α> 0 \} $是一个高斯时空噪音的家族,它们是白色的,并且在空间中具有$( - δ)^{ - α} $产生的协方差结构。我们的目标是三倍:(i)对噪声$W_α$的正确描述; (ii)证明可以在$α> \ frac {n} {2} $的情况下立即在ITôSense中求解随机热方程; (iii)给出解决方案$ u(t,x)$的一些基本力矩估计。

In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}Δu+u\dot{W}_α$, where $Δ$ is the hypoelliptic Laplacian on $\mathbf{H}^{n}$ and $\{\dot{W}_α; α>0\}$ is a family of Gaussian space-time noises which are white in time and have a covariance structure generated by $(-Δ)^{-α}$ in space. Our aim is threefold: (i) Give a proper description of the noise $W_α$; (ii) Prove that one can solve the stochastic heat equation in the Itô sense as soon as $α>\frac{n}{2}$; (iii) Give some basic moment estimates for the solution $u(t,x)$.

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