Small ball probabilities for the stochastic heat equation with colored noise

DOI10.1016/J.SPA.2024.104455MaRDI QIDQ6615512

Jiaming Chen

Publication date: 8 October 2024

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

zbMATH Keywords

stochastic heat equationcolored noisesmall ball probabilities

Mathematics Subject Classification ID

Random fields (60G60) Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Title not available (Why is that?)
• On weak convergence of stochastic heat equation with colored noise
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Stochastic evolution equations with fractional Brownian motion
• On space-time regularity for the stochastic heat equation on Lie groups
• Small ball probabilities and a support theorem for the stochastic heat equation
• Gaussian processes: Inequalities, small ball probabilities and applications
• Fractional Laplacian on the torus
• Different types of spdes in the eyes of girsanov's theorem
• Stochastic Equations in Infinite Dimensions
• A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
• Royen’s Proof of the Gaussian Correlation Inequality

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