Path properties of the solution to the stochastic heat equation with L\'evy noise
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.