Spatial asymptotics and strong comparison principle for some fractional stochastic heat equations
Probability
2019-12-03 v2
Abstract
Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*} Here is the fractional Laplacian with and , is a globally Lipschitz function, and is a Gaussian noise which is white in time and colored in space. Under some suitable additional conditions, we prove a strong comparison theorem and explore the effect of the initial data on the spatial asymptotic properties of the solution. This constitutes an important extension over a series of recent works.
Keywords
Cite
@article{arxiv.1810.04949,
title = {Spatial asymptotics and strong comparison principle for some fractional stochastic heat equations},
author = {Mohammud Foondun and Eulalia Nualart},
journal= {arXiv preprint arXiv:1810.04949},
year = {2019}
}