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2016 On the intermittency front of stochastic heat equation driven by colored noises
Yaozhong Hu, Jingyu Huang, David Nualart
Electron. Commun. Probab. 21: 1-13 (2016). DOI: 10.1214/16-ECP4364

Abstract

We study the propagation of high peaks (intermittency fronts) of the solution to a stochastic heat equation driven by multiplicative centered Gaussian noise in $\mathbb{R} ^d$. The noise is assumed to have a general homogeneous covariance in both time and space, and the solution is interpreted in the senses of the Wick product. We give some estimates for the upper and lower bounds of the propagation speed, based on a moment formula of the solution. When the space covariance is given by a Riesz kernel, we give more precise bounds for the propagation speed.

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Yaozhong Hu. Jingyu Huang. David Nualart. "On the intermittency front of stochastic heat equation driven by colored noises." Electron. Commun. Probab. 21 1 - 13, 2016. https://doi.org/10.1214/16-ECP4364

Information

Received: 15 June 2015; Accepted: 27 January 2016; Published: 2016
First available in Project Euclid: 1 March 2016

MathSciNet: MR3485390
zbMATH: 1338.60158
Digital Object Identifier: 10.1214/16-ECP4364

Subjects:
Primary: 60H07, 60H15

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