Stochastic heat equation with Ornstein-Uhlenbeck operator

DOI10.1016/J.SPL.2023.109887MaRDI QIDQ6178688zbMATH OpenOpenAlexFDO

Authors

Publication date 4 September 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2023.109887

zbMATH Keywords

Feynman-Kac representationsintermittencyOrnstein-Uhlenbeck operatorstochastic partial differential equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• Analysis and geometry of Markov diffusion operators
• Central limit theorems for parabolic stochastic partial differential equations
• Inequalities of generalized matrix functions via tensor products
• Intermittency and multifractality: a case study via parabolic stochastic PDEs
• Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise
• Linear stochastic differential equations and Wick products
• Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
• On a class of stochastic partial differential equations
• Precise intermittency for the parabolic Anderson equation with an (1+1)-dimensional time-space white noise
• Sample paths of the solution to the fractional-colored stochastic heat equation
• Space-time fractional diffusions in Gaussian noisy environment
• Stochastic heat equation driven by fractional noise and local time
• The Malliavin Calculus and Related Topics
• Uniformly integrable operators and large deviations for Markov processes
• Wick calculus in Gaussian analysis

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