Chung's law of the iterated logarithm for a class of stochastic heat equations

DOI10.1214/23-ECP542MaRDI QIDQ6177630zbMATH OpenOpenAlexFDO

Authors

Publication date 17 January 2024

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

Full work available at URL https://arxiv.org/abs/2302.11726

zbMATH Keywords

Chung's law of the iterated logarithmsmall ball probabilities

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) PDEs with randomness, stochastic partial differential equations (35R60) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We establish a Chung-type law of the iterated logarithm for the solutions of a class of stochastic heat equations driven by a multiplicative noise whose coefficient depends on the solution, and this dependence takes us away from Gaussian processes setting. Based on existing results from the literature on small ball probability, the limiting term is provided with both upper and lower bounds almost surely.

Recommendations

• The law of the iterated logarithm for spatial averages of the stochastic heat equation
• Chung's law of the iterated logarithm for anisotropic Gaussian random fields
• Law of the iterated logarithm for solutions of stochastic equations
• On a nonlinear equation unsolved with respect to the levy laplacian
• Functional iterated logarithm law for stochastic equations

Cites work

• Chung's law of the iterated logarithm for anisotropic Gaussian random fields
• Chung's law of the iterated logarithm for iterated Brownian motion
• Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
• Gaussian processes: Inequalities, small ball probabilities and applications
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• Lim inf results for Gaussian samples and Chung's functional LIL
• On Chung's law of the iterated logarithm for some stochastic integrals
• On the Law of the Iterated Logarithm in Chung’s Form for Functional Spaces
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
• Small ball probabilities and a support theorem for the stochastic heat equation
• Small deviations and Chung's law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group
• The small ball problem for the Brownian sheet

Cited in

(2)

• The law of the iterated logarithm for spatial averages of the stochastic heat equation
• Small-ball constants, and exceptional flat points of SPDEs

This page was built for publication: Chung's law of the iterated logarithm for a class of stochastic heat equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6177630)