English

Small ball probabilities for the stochastic heat equation with colored noise

Probability 2024-08-06 v3

Abstract

We consider the stochastic heat equation on the 1-dimensional torus T:=[1,1]\mathbb{T}:=\left[-1,1\right] with periodic boundary conditions: tu(t,x)=x2u(t,x)+σ(t,x,u)F˙(t,x),xT,tR+, \partial_t u(t,x)=\partial^2_x u(t,x)+\sigma(t,x,u)\dot{F}(t,x),\quad x\in \mathbb{T},t\in\mathbb{R}_+, where F˙(t,x)\dot{F}(t,x) is a generalized Gaussian noise, which is white in time and colored in space. Assuming that σ\sigma is Lipschitz in uu and uniformly bounded, we estimate small ball probabilities for the solution uu when u(0,x)0u(0,x)\equiv 0.

Keywords

Cite

@article{arxiv.2202.04534,
  title  = {Small ball probabilities for the stochastic heat equation with colored noise},
  author = {Jiaming Chen},
  journal= {arXiv preprint arXiv:2202.04534},
  year   = {2024}
}

Comments

Published in Stochastic Processes and their Applications

R2 v1 2026-06-24T09:28:32.411Z