Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise

DOI10.1007/s10473-019-0306-3zbMath1499.60212arXiv1807.05420OpenAlexW2964326746MaRDI QIDQ2153081

Yanyan 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://arxiv.org/abs/1807.05420

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsGaussian noise

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (10)

Space-time fractional Anderson model driven by Gaussian noise rough in space ⋮ Joint Hölder continuity of parabolic Anderson model ⋮ Some recent progress on stochastic heat equations ⋮ Moment bounds for a generalized Anderson model with Gaussian noise rough in space ⋮ Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field ⋮ Optimal regularity of SPDEs with additive noise ⋮ Fractional stochastic wave equation driven by a Gaussian noise rough in space ⋮ SPDEs with colored Gaussian noise: a survey ⋮ The regularized solution approximation of forward/backward problems for a fractional pseudo-parabolic equation with random noise

Cites Work

• The non-linear stochastic wave equation in high dimensions
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
• Comparison principle for stochastic heat equation on \(\mathbb{R}^{d}\)
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• The Malliavin Calculus and Related Topics
• Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
• On a class of stochastic partial differential equations

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