Stochastic heat equation with multiplicative fractional-colored noise (Q1960234): Difference between revisions

The authors consider a stochastic heat equation with a multiplicative noise, which is fractional (or white) in time with Hurst parameter \(H>1/2\) (respectively \(H=1/2\)), and with a spatial covariance structure given by a kernel \(f\). More precisely, the kernel \(f\) is the Fourier transform of a tempered measure \(\mu\), and includes the Riesz kernel, the Bessel kernel, the heat kernel and the Poisson kernel. The authors show that the existence of the solution depends on the roughness of the noise. Moreover, the existence of the solution is connected to the ``convoluted weighted'' intersection local time of \(k\) independent \(d\)-dimensional Brownian motions. They give a representation of the \(k\)th order moment of the solution using such intersection local time.