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

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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.

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

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