The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise

DOI10.1214/19-AOP1401zbMath1444.60062arXiv1811.00326OpenAlexW2899065405MaRDI QIDQ784179

Péter Kevei, Carsten Chong

Publication date: 31 July 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.00326

zbMATH Keywords

strong law of large numbersstochastic heat equationalmost-sure asymptoticsPoisson noiseLévy noiseintegral teststochastic PDEadditive intermittency

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Strong limit theorems (60F15) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS ⋮ Intermittency in the small-time behavior of Lévy processes ⋮ A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise ⋮ Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps ⋮ Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes ⋮ Extremes of the stochastic heat equation with additive Lévy noise

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