On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian

Kunwoo Kim

Stochastic Processes and their Applications, 2019, vol. 129, issue 6, 2207-2227

Abstract: Consider stochastic heat equations with fractional Laplacian on Rd. The driving noise is generalized Gaussian which is white in time but spatially homogeneous. We study the large-scale structure of the tall peaks for (i) the linear stochastic heat equation and (ii) the parabolic Anderson model. We obtain the largest order of the peaks and compute the macroscopic Hausdorff dimensions of the peaks for (i) and (ii). These result imply that both (i) and (ii) exhibit multi-fractal behavior even though only (ii) is intermittent. This is an extension of a result of Khoshnevisan et al. (2017) to a wider class of stochastic heat equations.

Keywords: Stochastic heat equations; Fractional Laplacian; Riesz kernels; Macroscopic Hausdorff dimension (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:129:y:2019:i:6:p:2207-2227

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DOI: 10.1016/j.spa.2018.07.006

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