Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise

DOI10.1080/07362994.2020.1721301zbMath1447.60064arXiv1810.00066OpenAlexW3004505322MaRDI QIDQ3298107

Randall Herrell, Yimin Xiao, Dong Sheng Wu, Renming Song

Publication date: 21 July 2020

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.00066

zbMATH Keywords

stochastic heat equationtemporal and spatial regularityexact modulus of continuityfractional-colored noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55) (L^p)-limit theorems (60F25)

Related Items (8)

Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise ⋮ Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise ⋮ Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation ⋮ On Besov regularity and local time of the solution to the stochastic heat equation ⋮ Exact uniform modulus of continuity for \(q\)-isotropic Gaussian random fields ⋮ Decompositions of stochastic convolution driven by a white-fractional Gaussian noise ⋮ Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension ⋮ Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields

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