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 with periodic boundary conditions: where is a generalized Gaussian noise, which is white in time and colored in space. Assuming that is Lipschitz in and uniformly bounded, we estimate small ball probabilities for the solution when .
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