dc.contributor.author | Hu, Yaozhong | |
dc.contributor.author | Huang, Jingyu | |
dc.contributor.author | Nualart, David | |
dc.contributor.author | Tindel, Samy | |
dc.date.accessioned | 2016-12-13T17:13:12Z | |
dc.date.available | 2016-12-13T17:13:12Z | |
dc.date.issued | 2016-06-04 | |
dc.identifier.citation | Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy. Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Electron. J. Probab. 20 (2015), paper no. 55, 50 pp. doi:10.1214/EJP.v20-3316. http://projecteuclid.org/euclid.ejp/1465067161. | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/22197 | |
dc.description.abstract | 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 and uniqueness of the solution are studied for noises with general time and spatial covariance structure. Feynman-Kac formulas for the solutions and for the moments of the solutions are obtained under general and different conditions. These formulas are applied to obtain the Hölder continuity of the solutions. They are also applied to obtain the intermittency bounds for the moments of the solutions. | en_US |
dc.publisher | Institute of Mathematical Statistics | en_US |
dc.rights | This work is licensed under a Creative Commons Attribution 3.0 License. | en_US |
dc.rights.uri | http://creativecommons.org/licenses/by/3.0/ | |
dc.subject | Fractional Brownian motion | en_US |
dc.subject | Malliavin calculus | en_US |
dc.subject | Skorohod integral | en_US |
dc.subject | Young's integral | en_US |
dc.subject | Stochastic partial differential equations | en_US |
dc.subject | Feynman-Kac formula | en_US |
dc.subject | Intermittency | en_US |
dc.title | Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency | en_US |
dc.type | Article | en_US |
kusw.kuauthor | Hu, Yaozhong | |
kusw.kuauthor | Huang, Jingyu | |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1214/EJP.v20-3316 | en_US |
kusw.oaversion | Scholarly/refereed, publisher version | en_US |
kusw.oapolicy | This item meets KU Open Access policy criteria. | en_US |
dc.rights.accessrights | openAccess | |