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  • 标题:On the intermittency front of stochastic heat equation driven by colored noises
  • 本地全文:下载
  • 作者:Yaozhong Hu ; Jingyu Huang ; David Nualart
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2016
  • 卷号:21
  • DOI:10.1214/16-ECP4364
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We study the propagation of high peaks (intermittency fronts) of the solution to a stochastic heat equation driven by multiplicative centered Gaussian noise in $\mathbb{R} ^d$. The noise is assumed to have a general homogeneous covariance in both time and space, and the solution is interpreted in the senses of the Wick product. We give some estimates for the upper and lower bounds of the propagation speed, based on a moment formula of the solution. When the space covariance is given by a Riesz kernel, we give more precise bounds for the propagation speed.
  • 关键词:stochastic heat equation;Feynman-Kac formula;intermittency front;Malliavin calculus;comparison principle.
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