Benutzer: Gast  Login
Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Chong, C. and Kévei, P. 
Titel:
Intermittency for the stochastic heat equation with Lévy noise 
Abstract:
We investigate the moment asymptotics of the solution to the stochastic heat equation driven by a (d + 1)-dimensional Lévy space–time white noise. Unlike the case of Gaussian noise, the solution typically has no finite moments of order 1 + 2/d or higher. Intermittency of order p, that is, the exponential growth of the pth moment as time tends to infinity, is established in dimension d = 1 for all values p ∈ (1, 3), and in higher dimensions for some p ∈ (1, 1 + 2/d). The proof relies on a new mom...    »
 
Stichworte:
comparison principle; intermittency; intermittency fronts; Lévy noise; moment Lyapunov exponents; stochastic heat equation; stochastic PDE 
Zeitschriftentitel:
Preprint 
Jahr:
2017 
Sprache:
en 
Status:
Preprint / submitted 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text