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dc.contributor.authorHu, Yaozhong
dc.contributor.authorHuang, Jingyu
dc.contributor.authorNualart, David
dc.date.accessioned2017-11-10T17:39:33Z
dc.date.available2017-11-10T17:39:33Z
dc.date.issued2016-03-01
dc.identifier.citationHu, Yaozhong; Huang, Jingyu; Nualart, David. On the intermittency front of stochastic heat equation driven by colored noises. Electron. Commun. Probab. 21 (2016), paper no. 21, 13 pp. doi:10.1214/16-ECP4364. https://projecteuclid.org/euclid.ecp/1456840982en_US
dc.identifier.urihttp://hdl.handle.net/1808/25321
dc.description.abstractWe study the propagation of high peaks (intermittency fronts) of the solution to a stochastic heat equation driven by multiplicative centered Gaussian noise in RdRd. 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.en_US
dc.publisherInstitute of Mathematical Statisticsen_US
dc.rightsThis article is made available under a Creative Commons Attribution 4.0 International License.en_US
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/en_US
dc.subjectStochastic heat equationen_US
dc.subjectFeynman-Kac formulaen_US
dc.subjectIntermittency fronten_US
dc.subjectMalliavin calculusen_US
dc.subjectComparison principleen_US
dc.titleOn the intermittency front of stochastic heat equation driven by colored noisesen_US
dc.typeArticleen_US
kusw.kuauthorHu, Yaozhong
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/16-ECP4364en_US
kusw.oaversionScholarly/refereed, publisher versionen_US
kusw.oapolicyThis item meets KU Open Access policy criteria.en_US
dc.rights.accessrightsopenAccess


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Except where otherwise noted, this item's license is described as: This article is made available under a Creative Commons Attribution 4.0 International License.