STABILITY PROPERTIES FOR THE STOCHASTIC ANDERSON MODEL WITH ANTICIPATING INITIAL VALUE

Hector Araya; Jorge A. León; Soledad Torres; Ciprian A. Tudor

doi:10.3934/dcdsb.2026109

STABILITY PROPERTIES FOR THE STOCHASTIC ANDERSON MODEL WITH ANTICIPATING INITIAL VALUE

Hector Araya
, Jorge A. León
, Soledad Torres
, Ciprian A. Tudor

Faculty of Engineering and Science

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we consider the chaos decomposition approach to study the existence and uniqueness, as well as L²(Ω)-type-stabilities of the mild solution to the heat equation driven by a space-time white noise with a random variable as an initial condition. The involved stochastic integral in the mild interpretation of this equation is the divergence operator.

Original language	English
Pages (from-to)	274-296
Number of pages	23
Journal	Discrete and Continuous Dynamical Systems - Series B
Volume	40
DOIs	https://doi.org/10.3934/dcdsb.2026109
State	Published - Oct 2026

Keywords

Chaos expansion of a square-integrable random variable
divergence operator
space-time white noise
stability
stochastic heat equation

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10.3934/dcdsb.2026109

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abstract = "In this paper, we consider the chaos decomposition approach to study the existence and uniqueness, as well as L2(Ω)-type-stabilities of the mild solution to the heat equation driven by a space-time white noise with a random variable as an initial condition. The involved stochastic integral in the mild interpretation of this equation is the divergence operator.",

keywords = "Chaos expansion of a square-integrable random variable, divergence operator, space-time white noise, stability, stochastic heat equation",

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AU - Torres, Soledad

AU - Tudor, Ciprian A.

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AB - In this paper, we consider the chaos decomposition approach to study the existence and uniqueness, as well as L2(Ω)-type-stabilities of the mild solution to the heat equation driven by a space-time white noise with a random variable as an initial condition. The involved stochastic integral in the mild interpretation of this equation is the divergence operator.

KW - Chaos expansion of a square-integrable random variable

KW - divergence operator

KW - space-time white noise

KW - stability

KW - stochastic heat equation

UR - https://www.scopus.com/pages/publications/105044939603

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DO - 10.3934/dcdsb.2026109

M3 - Article

AN - SCOPUS:105044939603

SN - 1531-3492

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JO - Discrete and Continuous Dynamical Systems - Series B

JF - Discrete and Continuous Dynamical Systems - Series B

ER -

STABILITY PROPERTIES FOR THE STOCHASTIC ANDERSON MODEL WITH ANTICIPATING INITIAL VALUE

Abstract

Keywords

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