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Regularity and strict positivity of densities for the stochastic heat equation on $\mathbb{R}^d$

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abstract

In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The difficulty, and hence the contribution, of the paper lie in three aspects, which include rough initial conditions, degenerate diffusion coefficient, and weakest possible assumptions on the correlation function of the noise. In particular, our results cover the parabolic Anderson model starting from a Dirac delta initial measure.

fields

math.PR 1

years

2019 1

verdicts

UNVERDICTED 1

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  • Spatial ergodicity for SPDEs via Poincar\'e-type inequalities math.PR · 2019-07-25 · unverdicted · none · ref 11 · internal anchor

    Solutions to the SPDE ∂_t u = 1/2 Δu + σ(u)η with u(0)≡1 are spatially stationary and ergodic for t>0 under mild decay on the spatial correlation f of the noise.