Small ball probabilities for the stochastic heat equation with colored noise

被引:2
作者
Chen, Jiaming [1 ]
机构
[1] Univ Rochester, Dept Math, Rochester, NY 14627 USA
关键词
Stochastic heat equation; Colored noise; Small ball probabilities;
D O I
10.1016/j.spa.2024.104455
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the stochastic heat equation on the 1-dimensional torus T := [-1, 1] with periodic boundary conditions: partial derivative(t) u(t-x) = partial derivative(2)(x) u(t-x) + sigma(t, x, u) (F)over dot (t, x), x is an element of T, t is an element of R+, where (F)over dot (t, x) is a generalized Gaussian noise, which is white in time but colored in space. Assuming that sigma is Lipschitz in u and uniformly bounded, we estimate small ball probabilities for the solution u when u(0, x) equivalent to 0.
引用
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页数:22
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