Articles

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

  • Heyu LI ,
  • Xia CHEN
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  • 1. School of Mathematics, Jilin University, Changchun 130012, China;
    2. Department of Mathematics, University of Tennessee, Knoxville TN 37996, USA

Received date: 2018-01-27

  Online published: 2019-06-27

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

This article establishes the precise asymptotics
Eum(t, x) (t→∞ or m→∞)
for the stochastic heat equation

with the time-derivative Gaussian noise W/t (t, x) that is fractional in time and homogeneous in space.

Cite this article

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 . DOI: 10.1007/s10473-019-0302-7

References

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