Behavior of the solution of a random semilinear heat equation

DOI10.1002/CPA.20256zbMath1152.60077OpenAlexW2076533605MaRDI QIDQ3522239

Nikos Zygouras, Srinivasa R. S. Varadhan

Publication date: 1 September 2008

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.20256

zbMATH Keywords

stationary processergodic theoremFeynman-Kac representationBessel bridgeannihilating Brownian particlesrandom semilinear heat equationspace-time Bessel process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Nonlinear parabolic equations (35K55) Ergodicity, mixing, rates of mixing (37A25) Diffusion processes (60J60) Processes in random environments (60K37) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

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• Random walks in asymmetric random environments
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• An invariance principle for isotropic diffusions in random environment
• Propagation of chaos for a system of annihilating brownian spheres

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