Extremes of the stochastic heat equation with additive Lévy noise

DOI10.1214/22-EJP855MaRDI QIDQ2082655

Péter Kevei, Carsten Chong

Publication date: 4 October 2022

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

Full work available at URL: https://arxiv.org/abs/2203.06057

zbMATH Keywords

regular variationalmost-sure asymptoticsPoisson noiseintegral teststochastic PDEstable noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Heat equation (35K05) Sample path properties (60G17) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise

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