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
Probability Theory and Related Fields | 2018年 / 171卷
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
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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
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