Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

DOI10.1214/EJP.v20-3316zbMath1322.60113arXiv1402.2618MaRDI QIDQ2515922

David Nualart, Samy Tindel, Jingyu Huang, Yaozhong Hu

Publication date: 7 August 2015

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

Full work available at URL: https://arxiv.org/abs/1402.2618

zbMATH Keywords

fractional Brownian motionMalliavin calculusHölder continuityFeynman-Kac formulaintermittencySkorokhod integralYoung integralstochastic heat equationsmultiplicative Gaussian noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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