Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation

DOI10.1007/s00440-022-01153-warXiv2108.00881OpenAlexW3188898023WikidataQ114229355 ScholiaQ114229355MaRDI QIDQ6085099

Mathew Joseph, Mohammud Foondun, Kunwoo Kim

Publication date: 2 December 2023

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.00881

zbMATH Keywords

stochastic heat equationwhite noiseprobabilities of small ballsHolder semi norm

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Sample paths of the solution to the fractional-colored stochastic heat equation
• Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise
• A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
• Royen’s Proof of the Gaussian Correlation Inequality
• Linear algebra.

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