Joint Hölder Continuity of Parabolic Anderson Model

被引:0
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作者
Yaozhong Hu
Khoa Lê
机构
[1] University of Alberta,Department of Mathematical and Statistical Sciences
[2] Imperial College London,Department of Mathematics, South Kensington Campus
来源
Acta Mathematica Scientia | 2019年 / 39卷
关键词
Gaussian process; stochastic heat equation; parabolic Anderson model; multiplicative noise; chaos expansion; hypercontractivity; Hölder continuity; joint Hölder continuity; 60H15; 35R60; 60G60;
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学科分类号
摘要
We obtain the Holder continuity and joint Hölder continuity in space and time for the random field solution to the parabolic Anderson equation (∂t−12Δ)u=u⋄W˙\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\partial_t-\frac{1}{2}\Delta)u=u\diamond\dot{W}$$\end{document} in d-dimensional space, where Ẇ is a mean zero Gaussian noise with temporal covariance γ0 and spatial covariance given by a spectral density µ(ξ). We assume that γ0(t)≤c|t|α0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma_0(t)\leq{c}|t|^{\alpha_0}$$\end{document} and |μ(ξ)|≤c∏i=1d|ξi|−αior|μ(ξ)|≤c|ξ|−α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|\mu(\xi)|\leq{c}\prod_{i=1}^d|\xi_i|^{-\alpha_i}\;{\rm{or}}\;|\mu(\xi)|\leq{c}|\xi|^{-\alpha}$$\end{document}, where αi, i = 1, …, d (or α) can take negative value.
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页码:764 / 780
页数:16
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