PRECISE MOMENT ASYMPTOTICS FOR THE STOCHASTIC HEAT EQUATION OF A TIME-DERIVATIVE GAUSSIAN NOISE

doi:10.1007/s10473-019-0302-7

Acta mathematica scientia,Series B ›› 2019, Vol. 39 ›› Issue (3): 629-644.doi: 10.1007/s10473-019-0302-7

• Articles • Previous Articles Next Articles

PRECISE MOMENT ASYMPTOTICS FOR THE STOCHASTIC HEAT EQUATION OF A TIME-DERIVATIVE GAUSSIAN NOISE

Heyu LI¹, Xia CHEN^1,2

1. School of Mathematics, Jilin University, Changchun 130012, China;
2. Department of Mathematics, University of Tennessee, Knoxville TN 37996, USA

Received:2018-01-27 Online:2019-06-25 Published:2019-06-27
Contact: Xia CHEN E-mail:xchen@math.utk.edu.cn
Supported by:
Research partially supported by the "1000 Talents Plan" from Jilin University, Jilin Province and Chinese Government, and by the Simons Foundation (244767).

Abstract

CLC Number:

60J65

Heyu LI, Xia CHEN. PRECISE MOMENT ASYMPTOTICS FOR THE STOCHASTIC HEAT EQUATION OF A TIME-DERIVATIVE GAUSSIAN NOISE[J].Acta mathematica scientia,Series B, 2019, 39(3): 629-644.

[1]	Shuxiong Zhang, Jie Xiong. ON THE EMPTY BALLS OF A CRITICAL OR SUBCRITICAL BRANCHING RANDOM WALK^* [J]. Acta mathematica scientia,Series B, 2024, 44(5): 2051-2072.
[2]	Xiaoyu XIA, Litan YAN, Qing YANG. THE LONG TIME BEHAVIOR OF THE FRACTIONAL ORNSTEIN-UHLENBECK PROCESS WITH LINEAR SELF-REPELLING DRIFT [J]. Acta mathematica scientia,Series B, 2024, 44(2): 671-685.
[3]	Ruinan LI, Xinyu WANG. TRANSPORTATION COST-INFORMATION INEQUALITY FOR A STOCHASTIC HEAT EQUATION DRIVEN BY FRACTIONAL-COLORED NOISE^* [J]. Acta mathematica scientia,Series B, 2023, 43(6): 2519-2532.
[4]	Wenyi Pei, Litan Yan, Zhenlong Chen. HARNACK TYPE INEQUALITIES FOR SDES DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH MARKOVIAN SWITCHING^* [J]. Acta mathematica scientia,Series B, 2023, 43(3): 1403-1414.
[5]	Jingyu, Li, Yong, Zhang. THE LAW OF THE ITERATED LOGARITHM FOR SPATIAL AVERAGES OF THE STOCHASTIC HEAT EQUATION^* [J]. Acta mathematica scientia,Series B, 2023, 43(2): 907-918.
[6]	Xiuwei YIN. AN INTEGRATION BY PARTS FORMULA FOR STOCHASTIC HEAT EQUATIONS WITH FRACTIONAL NOISE^* [J]. Acta mathematica scientia,Series B, 2023, 43(1): 349-362.
[7]	Soukaina DOUISSI, Khalifa ES-SEBAIY, Soufiane MOUSSATEN. ASYMPTOTICS OF THE CROSS-VARIATION OF YOUNG INTEGRALS WITH RESPECT TO A GENERAL SELF-SIMILAR GAUSSIAN PROCESS [J]. Acta mathematica scientia,Series B, 2020, 40(6): 1941-1960.
[8]	Qian YU. A LIMIT LAW FOR FUNCTIONALS OF MULTIPLE INDEPENDENT FRACTIONAL BROWNIAN MOTIONS [J]. Acta mathematica scientia,Series B, 2020, 40(3): 734-754.
[9]	Le CHEN, Kunwoo KIM. NONLINEAR STOCHASTIC HEAT EQUATION DRIVEN BY SPATIALLY COLORED NOISE: MOMENTS AND INTERMITTENCY [J]. Acta mathematica scientia,Series B, 2019, 39(3): 645-668.
[10]	Yaozhong HU, Yanghui LIU, Samy TINDEL. ON THE NECESSARY AND SUFFICIENT CONDITIONS TO SOLVE A HEAT EQUATION WITH GENERAL ADDITIVE GAUSSIAN NOISE [J]. Acta mathematica scientia,Series B, 2019, 39(3): 669-690.
[11]	Johanna GARZÓN, Samy TINDEL, Soledad TORRES. EULER SCHEME FOR FRACTIONAL DELAY STOCHASTIC DIFFERENTIAL EQUATIONS BY ROUGH PATHS TECHNIQUES [J]. Acta mathematica scientia,Series B, 2019, 39(3): 747-763.
[12]	Yaozhong HU, Khoa LÊ. JOINT HÖLDER CONTINUITY OF PARABOLIC ANDERSON MODEL [J]. Acta mathematica scientia,Series B, 2019, 39(3): 764-780.
[13]	Yaozhong HU. SOME RECENT PROGRESS ON STOCHASTIC HEAT EQUATIONS [J]. Acta mathematica scientia,Series B, 2019, 39(3): 874-914.
[14]	Yuecai HAN, Yifang SUN. SOLUTIONS TO BSDES DRIVEN BY BOTH FRACTIONAL BROWNIAN MOTIONS AND THE UNDERLYING STANDARD BROWNIAN MOTIONS [J]. Acta mathematica scientia,Series B, 2018, 38(2): 681-694.
[15]	Junfeng LIU, Ciprian A. TUDOR. STOCHASTIC HEAT EQUATION WITH FRACTIONAL LAPLACIAN AND FRACTIONAL NOISE: EXISTENCE OF THE SOLUTION AND ANALYSIS OF ITS DENSITY [J]. Acta mathematica scientia,Series B, 2017, 37(6): 1545-1566.

PRECISE MOMENT ASYMPTOTICS FOR THE STOCHASTIC HEAT EQUATION OF A TIME-DERIVATIVE GAUSSIAN NOISE

PDF (PC)

Abstract

Cite this article

share this article

References

Related Articles 15

Metrics

Comments

Recommended 0