Stochastic parabolic Anderson model with time-homogeneous generalized potential: Mild formulation of solution

Abstract

A mild formulation for stochastic parabolic Anderson model with time-homogeneous Gaussian potential suggests a way of defining a solution to obtain its optimal regularity. Two different interpretations in the equation or in the mild formulation are possible with usual pathwise product and the Wick product: the usual pathwise interpretation is mainly discussed. We emphasize that a modified version of parabolic Schauder estimates is a key idea for the existence and uniqueness of a mild solution. In particular, the mild formulation is crucial to investigate a relation between the equation with usual pathwise product and the Wick product.

15 pages