On the intermittency front of stochastic heat equation driven by colored noises

被引:0
作者
Hu, Yaozhong [1 ]
Huang, Jingyu [1 ]
Nualart, David [1 ]
机构
[1] Univ Kansas, Lawrence, KS 66045 USA
关键词
stochastic heat equation; Feynman-Kac formula; intermittency front; Malliavin calculus; comparison principle; SMALL BALL PROBABILITIES;
D O I
10.1214/16-ECP4364
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 study the propagation of high peaks (intermittency fronts) of the solution to a stochastic heat equation driven by multiplicative centered Gaussian noise in R-d. The noise is assumed to have a general homogeneous covariance in both time and space, and the solution is interpreted in the senses of the Wick product. We give some estimates for the upper and lower bounds of the propagation speed, based on a moment formula of the solution. When the space covariance is given by a Riesz kernel, we give more precise bounds for the propagation speed.
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页数:13
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