{ "id": "1706.02402", "version": "v1", "published": "2017-06-07T22:33:12.000Z", "updated": "2017-06-07T22:33:12.000Z", "title": "Weak Moment of a Class of Stochastic Heat Equation with Martingale-valued Harmonic Function", "authors": [ "Ejighikeme Mcsylvester Omaba" ], "comment": "16 pages", "journal": "Asian Research Journal of Mathematics Asian Research Journal of Mathematics, 3(1): 1-16, Article no.ARJOM.31665 (2017)", "categories": [ "math.PR" ], "abstract": "A study of a non-linear parabolic SPDEs of the form $\\partial_{t}u=\\mathcal{L}\\,u + \\sigma(u)f(B_t^x,t)\\dot{w}$ with $\\dot{w}$ as the space-time white noise and $f(B_t^x,t)$ a space-time harmonic function was done. The function $\\sigma:\\mathbb{R}\\rightarrow\\mathbb{R}$ is Lipschitz continuous and $\\mathcal{L}$ the $L^2$-generator of a L\\'{e}vy process. Some precise condition for existence and uniqueness of the solution were given and we show that the solution grows weakly(in law/distribution) in time (for large $t$) at most a precise exponential rate for the $\\mathcal{L}$; and grows in time at most a precise exponential rate for the case of $\\mathcal{L}=-(-\\Delta)^{\\alpha/2},\\,\\,\\alpha\\in(1,2]$ generator of an alpha-stable process.", "revisions": [ { "version": "v1", "updated": "2017-06-07T22:33:12.000Z" } ], "analyses": { "subjects": [ "35R60", "60H15", "82B44" ], "keywords": [ "stochastic heat equation", "martingale-valued harmonic function", "weak moment", "precise exponential rate", "space-time harmonic function" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 16, "language": "en", "license": "arXiv", "status": "editable" } } }