Global solution for superlinear stochastic heat equation on $\mathbb{R}^d$ under Osgood-type conditions
Le Chen, Mohammud Foondun, Jingyu Huang, Michael Salins

TL;DR
This paper establishes the existence of global solutions for a stochastic heat equation on ^d with Gaussian noise, under Osgood-type conditions, preventing finite-time blow-up and advancing understanding of SPDE behavior.
Contribution
It provides the first global existence results for SHE with Osgood-type drift conditions, extending previous blow-up analyses and handling more general growth conditions.
Findings
Existence of non-exploding solutions under Osgood conditions
Improved understanding of blow-up phenomena in SPDEs
Extension to equations with growth-related diffusion coefficients
Abstract
We study the \textit{stochastic heat equation} (SHE) on subject to a centered Gaussian noise that is white in time and colored in space.The drift term is assumed to satisfy an Osgood-type condition and the diffusion coefficient may have certain related growth. We show that there exists random field solution which do not explode in finite time. This complements and improves upon recent results on blow-up of solutions to stochastic partial differential equations.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Advanced Mathematical Modeling in Engineering
