Small ball probabilities and a support theorem for the stochastic heat equation

DOI10.1214/21-AOP1515zbMath1478.60182arXiv2006.07978MaRDI QIDQ2057214

Mathew Joseph, Siva R. Athreya, Carl E. Mueller

Publication date: 8 December 2021

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.07978

zbMATH Keywords

heat equationstochastic partial differential equationswhite noisesupportsmall ball

Mathematics Subject Classification ID

Random fields (60G60) Heat equation (35K05) Sample path properties (60G17) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Chung's law of the iterated logarithm for a class of stochastic heat equations

Cites Work

• Small ball asymptotics for the stochastic wave equation
• Probability estimates for multiparameter Brownian processes
• Metric entropy and the small ball problem for Gaussian measures
• The small ball problem for the Brownian sheet
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces
• Asymptotic evaluation of certain markov process expectations for large time, I
• Different types of spdes in the eyes of girsanov's theorem
• Stochastic Equations in Infinite Dimensions
• A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
• Royen’s Proof of the Gaussian Correlation Inequality
• Linear algebra.
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