English

Sharp Space-Time Regularity of the Solution to Stochastic Heat Equation Driven by Fractional-Colored Noise

Probability 2018-10-02 v1

Abstract

In this paper, we study the following stochastic heat equation tu=Lu(t,x)+B˙,u(0,x)=0,0tT,xRd, \partial_tu=\mathcal{L} u(t,x)+\dot{B},\quad u(0,x)=0,\quad 0\le t\le T,\quad x\in\mathbb{R}d, where L\mathcal{L} is the generator of a L\'evy process XX taking value in Rd\mathbb{R}^d, BB is a fractional-colored Gaussian noise with Hurst index H(12,1)H\in\left(\frac12,\,1\right) for the time variable and spatial covariance function ff which is the Fourier transform of a tempered measure μ.\mu. After establishing the existence of solution for the stochastic heat equation, we study the regularity of the solution {u(t,x),t0,xRd}\{u(t,x),\, t\ge 0,\, x\in\mathbb{R}^d\} in both time and space variables. Under mild conditions, we give the exact uniform modulus of continuity and a Chung-type law of iterated logarithm for the sample function (t,x)u(t,x)(t,x)\mapsto u(t,x). Our results generalize and strengthen the corresponding results of Balan and Tudor (2008) and Tudor and Xiao (2017).

Keywords

Cite

@article{arxiv.1810.00066,
  title  = {Sharp Space-Time Regularity of the Solution to Stochastic Heat Equation Driven by Fractional-Colored Noise},
  author = {Randall Herrell and Renming Song and Dongsheng Wu and Yimin Xiao},
  journal= {arXiv preprint arXiv:1810.00066},
  year   = {2018}
}