摘要
This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model ∂u/∂t=1/2△+u˙W on[0,∞)×R^(d) with d≥1 has a unique randomfield solution,where W(t,x)is a fractional Brownian sheet on[0,∞)×Rd and formally ˙W=∂d+1/∂t+∂x_(1)…∂x_(d)=W(t,x).When the noise W(t,x) is white in time,our condition is both necessary and sufficient when the initial data u(0,x)is bounded between two positive constants.When the noise is fractional in time with Hurst parameter H_(0)>1/2,our sufficient condition,which improves the known results in the literature,is different from the necessary one.
基金
supported in part by a Simons Foundation Grant
The research of YH is supported in part by an NSERC Discovery grant and a startup fund from University of Alberta at Edmonton.
