Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion (Q744873)

Consider the following semi-linear stochastic heat equation induced by a one-dimensional \(\alpha\)-stable process: \[ d u_t= -(-\Delta)^{\alpha/2}dt +\sigma(u_t) d W_t, \] where \(\alpha\in (1,2]\) and \(W\) is the space-time white noise. Gradient estimates in terms of the fractional Brownian motion \(F=(F(x))_{x\in \mathbb R}\) with Hurst index \(\frac 1 2 (\alpha-1)\) is derived. As applications, the sample functions of the solution to the KPZ equation are discussed.