Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency - Archive ouverte HAL
Article Dans Une Revue Electronic Journal of Probability Année : 2015

Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

Résumé

This paper studies the stochastic heat equation with multiplicative noises of the form $u\dot{W}$, where $W$ is a mean zero Gaussian noise and the differential element $u\dot{W}$ is interpreted both in the sense of Skorohod and Stratonovich. The existence and uniqueness of the solution are studied for noises with general time and spatial covariance structure. Feynman-Kac formulas for the solutions and for the moments of the solutions are obtained under general and different conditions. These formulas are applied to obtain the Hölder continuity of the solutions. They are also applied to obtain the intermittency bounds for the moments of the solutions.
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Dates et versions

hal-00944904 , version 1 (11-02-2014)

Identifiants

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Yaozhong Hu, Jingyu Huang, David Nualart, Samy Tindel. Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Electronic Journal of Probability, 2015, 20, pp.1-50. ⟨10.1214/EJP.v20-3316⟩. ⟨hal-00944904⟩
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