Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise

Le Chen; Yaozhong Hu; Kamran Kalbasi; David Nualart

Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise

Probability 2016-02-19 v1

Authors: Le Chen , Yaozhong Hu , Kamran Kalbasi , David Nualart

Abstract

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$ . We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower and upper bounds for the $L^p(\Omega)$ moments of the solution.

Keywords

stochastic heat equation time fractional gaussian noise intermittency feynman-kac representation L^p moments hurst parameter moment bounds

Cite

@article{arxiv.1602.05617,
  title  = {Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise},
  author = {Le Chen and Yaozhong Hu and Kamran Kalbasi and David Nualart},
  journal= {arXiv preprint arXiv:1602.05617},
  year   = {2016}
}

Comments

22 pages, 0 figure

Related papers

View all related →