Local times for systems of non-linear stochastic heat equations

DOI10.1007/S40072-021-00231-9MaRDI QIDQ6163569zbMATH OpenOpenAlexWikidataFDO

Authors Brahim Boufoussi, Yassine Nachit

Publication date 26 June 2023

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

Full work available at URL https://arxiv.org/abs/2103.10724

zbMATH Keywords

Fourier transformMalliavin calculuslocal timespace-time white noisestochastic heat equation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40) Local time and additive functionals (60J55)

Abstract: We consider $u(t,x)=(u_1(t,x),cdots,u_d(t,x))$ the solution to a system of non-linear stochastic heat equations in spatial dimension one driven by a $d$-dimensional space-time white noise. We prove that, when $dleq3$, the local time $L(xi,t)$ of $u(t,x),,;tin[0,T]$ exists and $$ belongs a.s. to the Sobolev space $H^{alpha}(mathbb{R}^d)$ for $alpha<frac4-d2$, and when $dgeq4$, the local time does not exist. We also show joint continuity and establish H"{o}lder conditions for the local time of $u(t,x),,;tin[0,T]$. These results are then used to investigate the irregularity of the coordinate functions of $u(t,x),,;tin[0,T]$. Comparing to similar results obtained for the linear stochastic heat equation (i.e., the solution is Gaussian), we believe that our results are sharp. Finally, we get a sharp estimate for the partial derivatives of the joint density of $(u(t_1,x)-u(t_0,x),cdots,u(t_n,x)-u(t_{n-1},x))$, which is a new result and of independent interest.

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Cited in

(5)

• Local times of the solution to stochastic heat equation with fractional noise
• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators
• A local-time correspondence for stochastic partial differential equations
• Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension
• Self-intersection local time derivative for systems of non-linear stochastic heat equations

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