English

Temporal regularity for the stochastic heat equation with rough dependence in space

Probability 2025-08-27 v2

Abstract

Consider the nonlinear stochastic heat equation u(t,x)t=2u(t,x)x2+σ(u(t,x))W˙(t,x),t>0,xR, \frac{\partial u (t,x)}{\partial t}=\frac{\partial^2 u (t,x)}{\partial x^2}+ \sigma(u (t,x))\dot{W}(t,x),\quad t> 0,\, x\in \mathbb{R}, where W˙\dot W is a Gaussian noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter H(14,12)H\in(\frac 14,\frac 12) in the space variable. When σ(0)=0\sigma(0)=0, the well-posedness of the solution and its H\"older continuity have been proved by Hu et al. \cite{HHLNT2017}. In this paper, we study the asymptotic properties of the temporal gradient u(t+ε,x)u(t,x)u(t+\varepsilon, x)-u(t, x) at any fixed t0t \ge 0 and xRx\in \mathbb R, as ε0\varepsilon\downarrow 0. As applications, we deduce Khintchine's law of iterated logarithm, Chung's law of iterated logarithm, and a result on the qq-variations of the temporal process {u(t,x)}t0\{u(t, x)\}_{t \ge 0}, where xRx\in \mathbb R is fixed.

Keywords

Cite

@article{arxiv.2501.03864,
  title  = {Temporal regularity for the stochastic heat equation with rough dependence in space},
  author = {Bin Qian and Min Wang and Ran Wang and Yimin Xiao},
  journal= {arXiv preprint arXiv:2501.03864},
  year   = {2025}
}

Comments

31 pages. Comments welcome!

R2 v1 2026-06-28T20:58:51.836Z