Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

DOI10.1214/EJP.V20-3316MaRDI QIDQ2515922zbMATH OpenFDO

Authors Jingyu Huang, David Nualart, S. Tindel, Yaozhong Hu

Publication date 7 August 2015

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.2618

zbMATH Keywords

Feynman-Kac formulafractional Brownian motionHölder continuityintermittencyMalliavin calculusmultiplicative Gaussian noiseSkorokhod integralstochastic heat equationsYoung integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence and uniqueness of the solution are studied for noises with general time and spatial covariance structure. Feynman-Kac formulas for the solutions and for the moments of the solutions are obtained under general and different conditions. These formulas are applied to obtain the H"older continuity of the solutions. They are also applied to obtain the intermittency bounds for the moments of the solutions.

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