On a class of stochastic partial differential equations

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\mathrm{\partial }u}{\mathrm{\partial }t}=\mathcal{L}u+u\dot{W}$, where $\mathcal{L}$ is the generator of a symmetric L'evy process $X$ and $\dot W$ is a Gaussian noise. For the equation in the Stratonovich sense, we show that the solution given by a Feynman-Kac type of representation is a mild solution, and we establish its H"older continuity and the Feynman-Kac formula for the moments of the solution. For the equation in the Skorohod sense, we obtain a sufficient condition for the existence and uniqueness of the mild solution under which we get Feymnan-Kac formula for the moments of the solution, and we also investigate the H"older continuity of the solution. As a byproduct, when $\gamma (x)$ is a nonnegative and nonngetive-definite function, a sufficient and necessary condition for $\int_0^t\int_0^t |r-s|^{-\beta_0}\gamma(X_r-X_s)drds$ to be exponentially integrable is obtained.