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# Comparison theorem and correlation for stochastic heat equations driven by Lévy space-time white noises

• * Corresponding author: Bin Xie
The first author is supported in part by NSF of China (No.11571030) and the second author is supported by JSPS KAKENH (No.16K05197).
• Two properties of stochastic heat equations driven by impulsive noises, which are also called Lévy space-time white noises, are mainly investigated in this paper. We first study the comparison theorem for two stochastic heat equations driven by same noises under some sufficient condition, which is proved via the application of Itô's formula. In particular, we obtain the non-negativity of solutions with non-negative initial data. Then, we investigate the positive correlation of the solutions as the application of the comparison theorem. We prove that the total masses of two solutions relative to two different stochastic heat equations with same noise become nearly uncorrelated after a long time.

Mathematics Subject Classification: Primary: 60H15; Secondary: 35R60, 60G51.

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