Open AccessStochastic heat equation with rough dependence in space
Author(s) -
Yaozhong Hu,
Jingyu Huang,
Khoa Lê,
David Nualart,
Samy Tindel
Publication year - 2017
Publication title -
the annals of probability
Language(s) - English
Resource type - Journals
eISSN - 2168-894X
pISSN - 0091-1798
DOI - 10.1214/16-aop1172
Subject(s) - mathematics , hurst exponent , uniqueness , fractional brownian motion , mathematical analysis , lipschitz continuity , heat equation , white noise , covariance , brownian motion , sigma , covariance function , nonlinear system , mathematical physics , statistics , physics , quantum mechanics
This paper studies the nonlinear one-dimensional stochastic heat equation
driven by a Gaussian noise which is white in time and which
has the covariance of a fractional Brownian motion with Hurst parameter
1/4
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom