Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise

被引:0
|
作者
Le Chen
Yaozhong Hu
Kamran Kalbasi
David Nualart
机构
[1] University of Kansas,Department of Mathematics
[2] University of Warwick,Mathematics Institute
来源
关键词
Stochastic heat equation; Feynman–Kac integral; Feynman–Kac formula; Time fractional Gaussian noise; Fractional calculus; Moment bounds; Lyapunov exponents; Intermittency; Primary 60H15; Secondary 60G60; 35R60;
D O I
暂无
中图分类号
学科分类号
摘要
This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter H∈(0,1/2)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$H\in (0,1/2)$$\end{document}. We establish the Feynman–Kac representation of the solution and use this representation to obtain matching lower and upper bounds for the Lp(Ω)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p(\Omega )$$\end{document} moments of the solution.
引用
收藏
页码:431 / 457
页数:26
相关论文
共 50 条
  • [31] Nonlinear stochastic wave equation driven by rough noise
    Liu, Shuhui
    Hu, Yaozhong
    Wang, Xiong
    JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 331 : 99 - 161
  • [32] On the intermittency front of stochastic heat equation driven by colored noises
    Hu, Yaozhong
    Huang, Jingyu
    Nualart, David
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2016, 21
  • [33] Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
    Chen L.
    Dalang R.C.
    Stochastic Partial Differential Equations: Analysis and Computations, 2015, 3 (3) : 360 - 397
  • [34] Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise
    Herrell, Randall
    Song, Renming
    Wu, Dongsheng
    Xiao, Yimin
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2020, 38 (04) : 747 - 768
  • [35] Holder continuity of mild solutions of space-time fractional stochastic heat equation driven by colored noise
    Tran Thanh Binh
    Nguyen Huy Tuan
    Tran Bao Ngoc
    EUROPEAN PHYSICAL JOURNAL PLUS, 2021, 136 (09):
  • [36] TIME FRACTIONAL AND SPACE NONLOCAL STOCHASTIC BOUSSINESQ EQUATIONS DRIVEN BY GAUSSIAN WHITE NOISE
    Shen, Tianlong
    Huang, Jianhua
    Zeng, Caibin
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2018, 23 (04): : 1523 - 1533
  • [37] Numerical approximation of the stochastic equation driven by the fractional noise
    Liu, Xinfei
    Yang, Xiaoyuan
    APPLIED MATHEMATICS AND COMPUTATION, 2023, 452
  • [38] A LANDSCAPE OF PEAKS: THE INTERMITTENCY ISLANDS OF THE STOCHASTIC HEAT EQUATION WITH LeVY NOISE
    Chong, Carsten
    Kevei, Peter
    ANNALS OF PROBABILITY, 2023, 51 (04): : 1449 - 1501
  • [39] Gaussian fluctuations for the stochastic heat equation with colored noise
    Jingyu Huang
    David Nualart
    Lauri Viitasaari
    Guangqu Zheng
    Stochastics and Partial Differential Equations: Analysis and Computations, 2020, 8 : 402 - 421
  • [40] Gaussian fluctuations for the stochastic heat equation with colored noise
    Huang, Jingyu
    Nualart, David
    Viitasaari, Lauri
    Zheng, Guangqu
    STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 8 (02): : 402 - 421