Temporal regularity for the stochastic heat equation with rough dependence in space
Probability
2025-08-27 v2
Abstract
Consider the nonlinear stochastic heat equation where is a Gaussian noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter in the space variable. When , 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 at any fixed and , as . As applications, we deduce Khintchine's law of iterated logarithm, Chung's law of iterated logarithm, and a result on the -variations of the temporal process , where is fixed.
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!