Linear parabolic equation with Dirichlet white noise boundary conditions

Abstract

We study inhomogeneous Dirichlet boundary value problems associated to a linear parabolic equation dudt=Au with strongly elliptic operator A on bounded and unbounded domains with white noise boundary data. Our main assumption is that the heat kernel of the corresponding homogeneous problem enjoys the Gaussian type estimates taking into account the distance to the boundary. Under mild assumptions about the domain, we show that A generates a C0-semigroup in weighted Lp-spaces where the weight is an appropriate power of the distance to the boundary. We also prove some smoothing properties and exponential stability of the semigroup. Finally, we reformulate the Cauchy-Dirichlet problem with white noise boundary data as an evolution equation in the weighted space and prove the existence of Markovian solutions and invariant measures.