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arxiv: 1004.2744 · v1 · submitted 2010-04-16 · 🧮 math.PR

Weak nonmild solutions to some SPDEs

classification 🧮 math.PR
keywords casesolutionstochasticweakapproachcannotconstructionconvolution
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We study the nonlinear stochastic heat equation driven by space-time white noise in the case that the initial datum $u_0$ is a (possibly signed) measure. In this case, one cannot obtain a mild random-field solution in the usual sense. We prove instead that it is possible to establish the existence and uniqueness of a weak solution with values in a suitable function space. Our approach is based on a construction of a generalized definition of a stochastic convolution via Young-type inequalities.

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