Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

This paper studies the stochastic heat equation with multiplicative noises of the form $u\dot{W}$, where $W$ is a mean zero Gaussian noise and the differential element $u\dot{W}$ is interpreted both in the sense of Skorohod and Stratonovich. The existence and uniqueness of the solution are studied f...

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Bibliographic Details
Published inElectronic journal of probability Vol. 20; no. none; pp. 1 - 50
Main Authors Hu, Yaozhong, Huang, Jingyu, Nualart, David, Tindel, Samy
Format Journal Article
LanguageEnglish
Published Institute of Mathematical Statistics (IMS) 2015
Subjects
Mathematics
Probability
Young's integral
Feynman-Kac formula
stochastic partial differential equations
Malliavin calculus
Skorohod integral
Fractional Brownian motion
intermittency
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Summary:This paper studies the stochastic heat equation with multiplicative noises of the form $u\dot{W}$, where $W$ is a mean zero Gaussian noise and the differential element $u\dot{W}$ 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.
ISSN:1083-6489
1083-6489
DOI:10.1214/EJP.v20-3316