Abstract
This article establishes the precise asymptotics
for the stochastic heat equation
with the time-derivative Gaussian noise \({{\partial W} \over {\partial t}}(t,x)\) that is fractional in time and homogeneous in space.
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References
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Research partially supported by the “1000 Talents Plan” from Jilin University, Jilin Province and Chinese Government, and by the Simons Foundation (244767).
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Li, H., Chen, X. Precise Moment Asymptotics for the Stochastic Heat Equation of a Time-Derivative Gaussian Noise. Acta Math Sci 39, 629–644 (2019). https://doi.org/10.1007/s10473-019-0302-7
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DOI: https://doi.org/10.1007/s10473-019-0302-7
Key words
- Stochastic heat equation
- time-derivative Gaussian noise
- Brownian motion
- Feynman-Kac representation
- Schilder’s large deviation