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相关论文: Intermittency for the stochastic heat equation wit…

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We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…

概率论 · 数学 2020-06-18 Carsten Chong , Péter Kevei

We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…

概率论 · 数学 2023-07-12 Quentin Berger , Carsten Chong , Hubert Lacoin

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

概率论 · 数学 2016-03-31 Raluca M. Balan , Daniel Conus

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

概率论 · 数学 2015-10-22 Le Chen , Kunwoo Kim

In this article, we continue the investigations initiated by the first author in Balan (2015) related to the study of stochastic partial differential equations (SPDEs) with L\'evy colored noise on $\mathbb{R}_{+} \times \mathbb{R}^d$. This…

概率论 · 数学 2026-01-12 Raluca M. Balan , Juan J. Jiménez

We consider fractional stochastic heat equations with space-time L\'evy white noise of the form $$\frac{\partial X}{\partial t}(t,x)={\cal L}_{\alpha}X(t,x)+\sigma(X(t,x))\dot{\Lambda}(t,x).$$ Here, the principal part ${\cal…

概率论 · 数学 2025-09-30 Yuichi Shiozawa , Jian Wang

We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive L\'evy space-time white noise. For fixed time $t > 0$ and space $x \in \mathbb{R}^d$ we determine the exact tail behavior of…

概率论 · 数学 2022-03-14 Carsten Chong , Péter Kevei

We show that the spatial profile of the solution to the stochastic heat equation features multiple layers of intermittency islands if the driving noise is non-Gaussian. On the one hand, as expected, if the noise is sufficiently…

概率论 · 数学 2022-04-05 Carsten Chong , Péter Kevei

We consider a non-linear stochastic wave equation driven by space-time white noise in dimension 1. First of all, we state some results about the intermittency of the solution, which have only been carefully studied in some particular cases…

概率论 · 数学 2011-12-09 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

In this paper, we study intermittency properties for various stochastic PDEs with varieties of space time Gaussian noises via matching upper and lower moment bounds of the solution. Due to the absence of the powerful Feynman Kac formula,…

概率论 · 数学 2021-09-09 Yaozhong Hu , Xiong Wang

We establish explicit integral tests for spatial asymptotic behaviors of fractional stochastic heat equations driven by additive L\'evy white noise. Our results indicate that fractional stochastic heat equations enjoy the so-called additive…

概率论 · 数学 2024-05-21 Yuichi Shiozawa , Jian Wang

We study the nonlinear fractional stochastic heat equation in the spatial domain $\mathbb{R}$ driven by space-time white noise. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this…

概率论 · 数学 2014-09-16 Le Chen , Robert C. Dalang

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

概率论 · 数学 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

We study a family of non-linear stochastic heat equations in (1+1) dimensions, driven by the generator of a L\'evy process and space-time white noise. We assume that the underlying L\'evy process has finite exponential moments in a…

概率论 · 数学 2010-10-05 Daniel Conus , Davar Khoshnevisan

The aim of this paper is to study the $d$-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter $% H\in (0,1)$ in…

概率论 · 数学 2007-05-23 Yaozhong Hu , David Nualart

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

概率论 · 数学 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

概率论 · 数学 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel

In this article, we consider the stochastic wave equation in dimension 1 driven by the L\'evy white noise introduced in Balan (2015). Using Rosenthal's inequality, we develop a maximal inequality for the moments of order $p \geq 2$ of the…

概率论 · 数学 2015-05-18 Raluca M. Balan , Cheikh B. Ndongo

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower…

概率论 · 数学 2016-02-19 Le Chen , Yaozhong Hu , Kamran Kalbasi , David Nualart

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

概率论 · 数学 2026-04-29 Raluca M. Balan , Jinxin Wang
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