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arxiv: 1711.07532 · v2 · pith:QXWYIGHYnew · submitted 2017-11-20 · 🧮 math.PR · math.AP

Path properties of the solution to the stochastic heat equation with L\'evy noise

classification 🧮 math.PR math.AP
keywords indexsolutionnoisenoisessamplestochasticentailequation
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We consider sample path properties of the solution to the stochastic heat equation, in $\mathbb{R}^d$ or bounded domains of $\mathbb{R}^d$, driven by a L\'evy space-time white noise. When viewed as a stochastic process in time with values in an infinite-dimensional space, the solution is shown to have a c\`adl\`ag modification in fractional Sobolev spaces of index less than $-\frac d 2$. Concerning the partial regularity of the solution in time or space when the other variable is fixed, we determine critical values for the Blumenthal-Getoor index of the L\'evy noise such that noises with a smaller index entail continuous sample paths, while L\'evy noises with a larger index entail sample paths that are unbounded on any non-empty open subset. Our results apply to additive as well as multiplicative L\'evy noises, and to light- as well as heavy-tailed jumps.

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