Some recent progress on stochastic heat equations
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asymptotic behaviourchaos expansionFeynman-Kac formula for the moments of the solutionFeynman-Kac formula for the solutionGaussia random fieldGaussian noisehypercontractivityHölder continuityjoint Hölder continuitymoment boundsSkorohod integralstochastic partial differential equation (stochastic heat equation)Trotter-Lie formula
Recommendations
- Recent developments on stochastic heat equation with additive fractional-colored noise
- On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise
- Mild solution of the heat equation with a general stochastic measure
- Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
- Moment bounds for a class of fractional stochastic heat equations
Cites work
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- A general Trotter--Kato formula for a class of evolution operators
- A generalization of Chernoff's product formula for time-dependent operators
- A multiparameter Garsia-Rodemich-Rumsey inequality and some applications
- Analysis of stochastic partial differential equations
- Analysis on Gaussian spaces
- Chaos expansion of heat equations with white noise potentials
- Dyson-Phillips expansion and unbounded perturbations of linear \(c_ 0\)- semigroups
- Exponential asymptotics for time-space Hamiltonians
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Feynman-Kac formula for heat equation driven by fractional white noise
- Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
- Free energy in a mean field of Brownian particles
- General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
- Heat equations with fractional white noise potentials
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- Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise
- Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Initial measures for the stochastic heat equation
- Integral transformations and anticipative calculus for fractional Brownian motions
- Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
- Joint Hölder continuity of parabolic Anderson model
- Large deviations for stochastic heat equation with rough dependence in space
- Long time existence for the heat equation with a noise term
- Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime
- Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
- Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency
- Nonlinear Young integrals and differential systems in Hölder media
- Note on product formulas for operator semigroups
- On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
- On the Product of Semi-Groups of Operators
- Parabolic Anderson model with rough dependence in space
- Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
- Parabolic Anderson problem and intermittency
- Parabolic problems for the Anderson model. I: Intermittency and related topics
- Parabolic problems for the Anderson model. II: Second-order asymptotics and structure of high peaks
- Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
- Product formulas, nonlinear semigroups, and addition of unbounded operators
- Quenched asymptotics for Brownian motion in generalized Gaussian potential
- Schrödinger equation with Gaussian potential
- Solving the KPZ equation
- Space-time fractional diffusions in Gaussian noisy environment
- Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise
- Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise
- SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic Calculus for Fractional Brownian Motion I. Theory
- Stochastic evolution equations with a spatially homogeneous Wiener process
- Stochastic heat equation driven by fractional noise and local time
- Stochastic heat equation with rough dependence in space
- Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
- Superdiffusivity for a Brownian polymer in a continuous Gaussian environment
- The continuum directed random polymer
- The Malliavin Calculus and Related Topics
- The parabolic Anderson model. Random walk in random potential
- The stochastic heat equation: Feynman-Kac formula and intermittence.
- Two-point correlation function and Feynman-Kac formula for the stochastic heat equation
- Wick calculus for nonlinear Gaussian functionals
Cited in
(25)- On the long time behavior of the stochastic heat equation
- A splitting/polynomial chaos expansion approach for stochastic evolution equations
- Asymptotics of the density of parabolic Anderson random fields
- Stochastic heat equation with general rough noise
- An integration by parts formula for stochastic heat equations with fractional noise
- An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs
- Stochastic parabolic equations with singular potentials
- Gaussian fields and stochastic heat equations.
- Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
- Recent developments on stochastic heat equation with additive fractional-colored noise
- Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field
- The law of the iterated logarithm for spatial averages of the stochastic heat equation
- Two-point correlation function and Feynman-Kac formula for the stochastic heat equation
- The fractional stochastic heat equation driven by time-space white noise
- Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise
- BSDEs generated by fractional space-time noise and related SPDEs
- Solvability of parabolic Anderson equation with fractional Gaussian noise
- A large deviation principle for the stochastic heat equation with general rough noise
- Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises
- In search of necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises
- Temporal regularity for the nonlinear stochastic heat equation with spatially rough noise
- The stochastic heat equation with fractional time and fractional time-space white noise
- Can stochastic clocks in FLRW minisuperspace prevent dynamical singularities?
- Stochastic heat equations driven by space-time G-white noise under sublinear expectation
- Long time stability and numerical stability of implicit schemes for stochastic heat equations
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