A critical stochastic heat equation with long-range noise
Probability
2025-09-30 v1 Analysis of PDEs
Abstract
We consider a semilinear stochastic heat equation in spatial dimension at least , forced by a noise that is white in time with a covariance kernel that decays like as . We show that in an appropriate diffusive scaling limit with a logarithmic attenuation of the noise, the pointwise statistics of the solution can be approximated by the solution to a forward-backward stochastic differential equation (FBSDE). The scaling and structure of the problem is similar to that of the two-dimensional stochastic heat equation forced by an approximation of space-time white noise considered by the first author and Gu (Ann. Probab., 2022). However the resulting FBSDE is different due to the long-range correlations of the noise.
Keywords
Cite
@article{arxiv.2509.23790,
title = {A critical stochastic heat equation with long-range noise},
author = {Alexander Dunlap and Martin Hairer and Xue-Mei Li},
journal= {arXiv preprint arXiv:2509.23790},
year = {2025}
}
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35 pages