Comparison principle for stochastic heat equations driven by $α$-stable white noises

Abstract

For a class of non-linear stochastic heat equations driven by $α$-stable white noises for $α\in(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued càdlàg solutions to such a equation for $p\in(α,2]$ by considering a sequence of approximating stochastic heat equations driven by truncated $α$-stable white noises obtained by removing the big jumps from the original $α$-stable white noises. If the $α$-stable white noise is spectrally one-sided, under additional monotonicity assumption on noise coefficients, we prove a comparison theorem on the $L^2$-valued càdlàg solutions of such a equation. As a consequence, the non-negativity of the $L^2$-valued càdlàg solution is established for the above stochastic heat equation with non-negative initial function.