Abstract
In this article, we study the following stochastic heat equation (Formula presented.) where (Formula presented.) is the generator of a Lévy process X in (Formula presented.) B is a fractional-colored Gaussian noise with Hurst index (Formula presented.) in the time variable and spatial covariance function f which is the Fourier transform of a tempered measure (Formula presented.) After establishing the existence of solution for the stochastic heat equation, we study the regularity of the solution (Formula presented.) in both time and space variables. Under mild conditions, we establish the exact uniform modulus of continuity and a Chung-type law of iterated logarithm for the sample function (Formula presented.) These results, to our knowledge, are new even for the classical stochastic heat equation (where (Formula presented.)) with space-time white noise and they strengthen the corresponding results of Balan and Tudor (2008) and Tudor and Xiao (2017) where partial regularity results were obtained.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 747-768 |
| Number of pages | 22 |
| Journal | Stochastic Analysis and Applications |
| Volume | 38 |
| Issue number | 4 |
| Early online date | Feb 5 2020 |
| DOIs | |
| State | Published - Jul 3 2020 |
Keywords
- 60F25
- 60G15
- 60G18
- 60J55
- Stochastic heat equation
- exact modulus of continuity
- fractional-colored noise
- temporal and spatial regularity
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics