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Chung's LIL for the linear stochastic fractional heat equation at origin

Probability 2025-11-20 v1

Abstract

Consider the linear stochastic fractional heat equation with vanishing initial condition: u(t,x)t=(Δ)α2u(t,x)+W˙(t,x),t>0,xR, \frac{\partial u (t,x)}{\partial t}=-(-\Delta)^{\frac{\alpha}2}u (t,x) + \dot{W}(t,x),\quad t> 0,\, x\in \mathbb R, where (Δ)α2-(-\Delta)^{\frac{\alpha}{2}} denotes the fractional Laplacian with power α(1,2]\alpha\in (1,2], and the driving noise W˙\dot W is a centered Gaussian field which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter H(2α2,1)H\in\left(\frac {2-\alpha}2,1\right). We establish Chung's law of the iterated logarithm for the solution at t=0t=0.

Keywords

Cite

@article{arxiv.2511.15228,
  title  = {Chung's LIL for the linear stochastic fractional heat equation at origin},
  author = {Liu Chang and Wang Ran},
  journal= {arXiv preprint arXiv:2511.15228},
  year   = {2025}
}

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10 pages