Stochastic comparisons for stochastic heat equation

DOI10.1214/20-EJP541zbMath1468.60078arXiv1912.05350OpenAlexW3113188138MaRDI QIDQ2042651

Kunwoo Kim, Le Chen

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.05350

zbMATH Keywords

stochastic heat equationparabolic Anderson modelrough initial datastochastic comparison principleinfinite dimensional SDEmoment comparison principleSlepian's inequality for SPDEsspatially homogeneous noise

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (4)

A forward-backward SDE from the 2D nonlinear stochastic heat equation ⋮ The Compact Support Property for Solutions to the Stochastic Partial Differential Equations with Colored Noise ⋮ Optimal regularity of SPDEs with additive noise ⋮ Limit theorems for time-dependent averages of nonlinear stochastic heat equations

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