Asymptotic behavior for high moments of the fractional heat equation with fractional noise (Q2330404)
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English | Asymptotic behavior for high moments of the fractional heat equation with fractional noise |
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Asymptotic behavior for high moments of the fractional heat equation with fractional noise (English)
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22 October 2019
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The authors investigate the large time behavior of the solution to the fractional heat equation involving the fractional Laplacian and the noise which is represented by a \(d\)-parameter fractional Brownian sheet, possibly, with different Hurst indices belonging to the interval \((1/2,1)\). By using large deviation techniques and variational methods, the exact asymptotic growth of the moments of solution is established. The stochastic integral with respect to fractional Brownian sheet is interpreted in the Stratonovich sense. The well posedness of the variations, which is relating to the asymptotic behavior of the solution, is discussed.
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fractional heat equation
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fractional Brownian sheet
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asymptotic behavior of moments
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large deviations
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variational method
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