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Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise.

Authors :
Chen, Le
Hu, Yaozhong
Kalbasi, Kamran
Nualart, David
Source :
Probability Theory & Related Fields. Jun2018, Vol. 171 Issue 1/2, p431-457. 27p.
Publication Year :
2018

Abstract

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter H∈(0,1/2)<inline-graphic></inline-graphic>. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower and upper bounds for the Lp(Ω)<inline-graphic></inline-graphic> moments of the solution. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01788051
Volume :
171
Issue :
1/2
Database :
Academic Search Index
Journal :
Probability Theory & Related Fields
Publication Type :
Academic Journal
Accession number :
129593920
Full Text :
https://doi.org/10.1007/s00440-017-0783-z