Weak Moment of a Class of Stochastic Heat Equation with Martingale-valued Harmonic Function

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 $\sigma :\mathbb{R}\to \mathbb{R}$ is Lipschitz continuous and $\mathcal{L}$ the $L^2$-generator of a Lévy 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.

16 pages