Intermittency for the stochastic heat equation with Lévy noise

DOI10.1214/18-AOP1297zbMath1446.60043arXiv1707.04895MaRDI QIDQ2327936

Péter Kevei, Carsten Chong

Publication date: 8 October 2019

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

Full work available at URL: https://arxiv.org/abs/1707.04895

zbMATH Keywords

comparison principlestochastic heat equationmoment Lyapunov exponentsintermittencyintermittency frontsLévy noisestochastic PDE

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic behavior of solutions to PDEs (35B40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (9)

INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS ⋮ Intermittency in the small-time behavior of Lévy processes ⋮ A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise ⋮ The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency ⋮ Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps ⋮ Unnamed Item ⋮ Modelling Lévy space‐time white noises ⋮ Extremes of the stochastic heat equation with additive Lévy noise ⋮ The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise

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