Path properties of the solution to the stochastic heat equation with Lévy noise

DOI10.1007/S40072-018-0124-YMaRDI QIDQ2328020zbMATH OpenOpenAlexWikidataFDO

Authors Carsten Chong, Robert C. Dalang, Thomas Humeau

Publication date 9 October 2019

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.07532

zbMATH Keywords

càdlàg modificationLévy noisesample path propertiesstable noisestochastic PDEs

Mathematics Subject Classification ID

Sample path properties (60G17) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40)

Abstract: We consider sample path properties of the solution to the stochastic heat equation, in $mathbb{R}^d$ or bounded domains of $mathbb{R}^d$, driven by a L'evy space-time white noise. When viewed as a stochastic process in time with values in an infinite-dimensional space, the solution is shown to have a c`adl`ag modification in fractional Sobolev spaces of index less than $-fracd2$. Concerning the partial regularity of the solution in time or space when the other variable is fixed, we determine critical values for the Blumenthal-Getoor index of the L'evy noise such that noises with a smaller index entail continuous sample paths, while L'evy noises with a larger index entail sample paths that are unbounded on any non-empty open subset. Our results apply to additive as well as multiplicative L'evy noises, and to light- as well as heavy-tailed jumps.

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