Precise moment asymptotics for the stochastic heat equation of a time-derivative Gaussian noise

DOI10.1007/s10473-019-0302-7zbMath1499.60226OpenAlexW2953683113MaRDI QIDQ2153077

Xia Chen, Heyu Li

Publication date: 1 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10473-019-0302-7

zbMATH Keywords

Brownian motionstochastic heat equationFeynman-Kac representationSchilder's large deviationtime-derivative Gaussian noise

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15)

Related Items (3)

Parabolic Anderson model with a fractional Gaussian noise that is rough in time ⋮ Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field ⋮ Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field

Cites Work

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• Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise
• Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
• A random transport-diffusion equation
• Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
• Feynman-Kac representation for the parabolic Anderson model driven by fractional noise
• Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime
• An invariance principle for the law of the iterated logarithm

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