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On the intermittency front of stochastic heat equation driven by colored noises

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Publication:287805
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DOI10.1214/16-ECP4364zbMath1338.60158arXiv1506.04670MaRDI QIDQ287805

David Nualart, Jingyu Huang, Yaozhong Hu

Publication date: 23 May 2016

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

Full work available at URL: https://arxiv.org/abs/1506.04670


zbMATH Keywords

comparison principleMalliavin calculusstochastic heat equationFeynman-Kac formulaintermittency front


Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)


Related Items (2)

Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise ⋮ Intermittency for the stochastic heat equation with Lévy noise




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