Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion

DOI10.1007/S40072-015-0045-YMaRDI QIDQ744873zbMATH OpenOpenAlexWikidataFDO

Authors Mohammud Foondun, D. Khoshnevisan, Pejman Mahboubi

Publication date 12 October 2015

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

Full work available at URL https://arxiv.org/abs/1406.5246

zbMATH Keywords

\(\alpha\)-stable processfractional Brownian motiongradient estimatesKPZ equationstochastic heat equation

Mathematics Subject Classification ID

Sample path properties (60G17) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: Consider the stochastic partial differential equation $partia{l}_{t}u=Lu+sigma(u)xi$, where $xi$ denotes space-time white noise and $L:=-(-Delta{)}^{alpha/2}$ denotes the fractional Laplace operator of index $alpha/2in(icefrac12,,1]$. We study the detailed behavior of the approximate spatial gradient $u_t(x)-u_t(x-varepsilon)$ at fixed times $t>0$, as $varepsilondownarrow0$. We discuss a few applications of this work to the study of the sample functions of the solution to the KPZ equation as well.

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Cited in

(21)

• Estimation of the drift parameter for the fractional stochastic heat equation via power variation
• High-frequency analysis of parabolic stochastic PDEs
• Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
• Dense blowup for parabolic SPDEs
• Analysis and approximation of gradient flows associated with a fractional order Gross-Pitaevskii free energy
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• Asymptotic behavior of the solution of the fractional heat equation
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• On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
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• Temporal properties of the stochastic fractional heat equation with spatially-colored noise
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• Temporal regularity for the nonlinear stochastic heat equation with spatially rough noise
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• Quasi-likelihood estimation for stochastic fractional heat equation
• Temporal increments of the KPZ equation with general initial data
• On the passage times of self-similar Gaussian processes on curved boundaries

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