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

• 成果类型: Article
• 署名作者: Chen, Le; Hu, Yaozhong; Kalbasi, Kamran; Nualart, David
• 署名单位: University of Kansas; University of Warwick
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-017-0783-z
• 发表日期: 2018
• 页码: 431-457
• 关键词: feynman-kac formula; moments

摘要

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter . We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower and upper bounds for the moments of the solution.