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Document type:
Zeitschriftenaufsatz
Author(s):
Chong, C. and Kévei, P.
Title:
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...     »
Keywords:
comparison principle; intermittency; intermittency fronts; Lévy noise; moment Lyapunov exponents; stochastic heat equation; stochastic PDE
Dewey Decimal Classification:
510 Mathematik
Journal title:
Annals of Probability
Year:
2019
Journal volume:
47
Year / month:
2019-07
Quarter:
3. Quartal
Month:
Jul
Journal issue:
4
Pages contribution:
1911-1948
Language:
en
Fulltext / DOI:
doi:10.1214/18-AOP1297
Publisher:
Institute of Mathematical Statistics
Publisher address:
Cleveland, Ohio, USA
Print-ISSN:
0091-1798
E-ISSN:
2168-894X
Status:
Erstveröffentlichung
Date of publication:
05.07.2019
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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