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Parabolic Anderson model on Heisenberg groups: the Itô setting

In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}Δu+u\dot{W}_α$, where $Δ$ is the hypoelliptic Laplacian on $\mathbf{H}^{n}$ and $\{\dot{W}_α; α>0\}$ is a family of Gaussian space-time noises which are white in time and have a covariance structure generated by $(-Δ)^{-α}$ in space. Our aim is threefold: (i) Give a proper description of the noise $W_α$; (ii) Prove that one can solve the stochastic heat equation in the Itô sense as soon as $α>\frac{n}{2}$; (iii) Give some basic moment estimates for the solution $u(t,x)$.