Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise

被引:12
|
作者
Herrell, Randall [1 ]
Song, Renming [2 ]
Wu, Dongsheng [1 ]
Xiao, Yimin [3 ]
机构
[1] Univ Alabama, Dept Math Sci, Huntsville, AL 35899 USA
[2] Univ Illinois, Dept Math, 1409 W Green St, Urbana, IL 61801 USA
[3] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
基金
美国国家科学基金会;
关键词
Stochastic heat equation; fractional-colored noise; temporal and spatial regularity; exact modulus of continuity; FEYNMAN-KAC FORMULA; GREEN-FUNCTION;
D O I
10.1080/07362994.2020.1721301
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we study the following stochastic heat equation where is the generator of a Levy process X in B is a fractional-colored Gaussian noise with Hurst index in the time variable and spatial covariance function f which is the Fourier transform of a tempered measure After establishing the existence of solution for the stochastic heat equation, we study the regularity of the solution in both time and space variables. Under mild conditions, we establish the exact uniform modulus of continuity and a Chung-type law of iterated logarithm for the sample function These results, to our knowledge, are new even for the classical stochastic heat equation (where ) with space-time white noise and they strengthen the corresponding results of Balan and Tudor (2008) and Tudor and Xiao (2017) where partial regularity results were obtained.
引用
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页码:747 / 768
页数:22
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