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We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…

概率论 · 数学 2014-03-19 Eyal Neuman

In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…

概率论 · 数学 2010-10-12 Eulalia Nualart , Lluís Quer-Sardanyons

We study the law of the solution to the stochastic heat equation with additive Gaussian noise which behaves as the fractional Brownian motion in time and is white in space. We prove a decomposition of the solution in terms of the…

概率论 · 数学 2011-10-13 Solesne Bourguin , Ciprian A. Tudor

In this paper we consider a system of non-linear stochastic heat equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Under some suitable regularity and non degeneracy…

概率论 · 数学 2016-07-06 Yinghui Shi , Xiaobin Sun

A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…

概率论 · 数学 2019-02-11 Jennifer Krüger , Wilhelm Stannat

We consider a semilinear stochastic heat equation in spatial dimension at least $3$, forced by a noise that is white in time with a covariance kernel that decays like $\lvert x\rvert^{-2}$ as $\lvert x\rvert\to\infty$. We show that in an…

概率论 · 数学 2025-09-30 Alexander Dunlap , Martin Hairer , Xue-Mei Li

We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the…

概率论 · 数学 2025-10-20 Sotirios Kotitsas , Dejun Luo , Mario Maurelli

We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…

概率论 · 数学 2022-11-24 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

In this article, we prove the Quantitative Central Limit Theorem (QCLT) for the spatial average of the solution of the nonlinear stochastic heat equation with constant initial condition, driven by space-time Gaussian white noise in…

概率论 · 数学 2025-12-18 Raluca M. Balan , Michael Salins

In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…

概率论 · 数学 2026-03-13 Xiaojun Ji , Shige Peng

In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…

概率论 · 数学 2019-02-08 Le Chen , Jingyu Huang

This paper calculates the exact quadratic variation in space and quartic variation in time for the solutions to a one dimensional stochastic heat equation driven by a multiplicative space-time white noise.

概率论 · 数学 2018-08-21 Jan Pospisil , Roger Tribe

We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…

概率论 · 数学 2025-11-18 Yongkang Li , Huisheng Shu , Litan Yan

We study the large scale fluctuations of the KPZ equation in dimensions $d \geq 3$ driven by Gaussian noise that is white in time Gaussian but features non-integrable spatial correlation with decay rate $\kappa \in (2, d)$ and a suitable…

概率论 · 数学 2024-07-19 Luca Gerolla , Martin Hairer , Xue-Mei Li

We consider the stochastic heat equation which includes a fractional power of the Laplacian of order $\alpha \in (1, 2]$ and it is driven by a nonlinear space-time Gaussian white noise. We study two types of power variations for the…

概率论 · 数学 2025-04-28 Christian Olivera , C. Tudor

Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…

概率论 · 数学 2024-06-27 Benjamin Gess , Zhengyan Wu , Rangrang Zhang

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

概率论 · 数学 2011-10-24 Said Karim Bounebache , Lorenzo Zambotti

We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension $d\geq 3$ and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations…

概率论 · 数学 2015-12-04 Yu Gu , Jean-Christophe Mourrat

We investigate a stochastic partial differential equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by a space-time white noise. We introduce a notion of weak…

概率论 · 数学 2020-09-28 Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

概率论 · 数学 2024-06-10 Alexandra Blessing , Tommaso Rosati