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arxiv: 1409.5687 · v1 · pith:WRBKUD2Znew · submitted 2014-09-19 · 🧮 math.PR

Moment bounds for a class of fractional stochastic heat equations

classification 🧮 math.PR
keywords citeequationsfractionalheatkhoshnevisanmomentpartialstochastic
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We consider fractional stochastic heat equations of the form $\frac{\partial u_t(x)}{\partial t} = -(-\Delta)^{\alpha/2} u_t(x)+\lambda \sigma (u_t(x)) \dot F(t,\, x)$. Here $\dot F$ denotes the noise term. Under suitable assumptions, we show that the second moment of the solution grows exponentially with time. In particular, this answers an open problem in \cite{CoKh}. Along the way, we prove a number of other interesting properties which extend and complement results in \cite{foonjose}, \cite{Khoshnevisan:2013aa} and \cite{Khoshnevisan:2013ab}.

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