Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation

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作者
Mohammud Foondun
Mathew Joseph
Kunwoo Kim
机构
[1] University of Strathclyde,Department of Mathematics and Statistics
[2] Stat Math unit,School of Mathematics
[3] Indian Statistical Institute,undefined
[4] Pohang University of Science and Technology (POSTECH),undefined
[5] Korea Institute for Advanced Study (KIAS),undefined
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关键词
Heat equation; White noise; Stochastic partial differential equations; Small ball; Primary 60H15; Secondary; 60G17; 60G60;
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摘要
We consider the stochastic heat equation on [0,1]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$[0,\,1]$$\end{document} with periodic boundary conditions and driven by space-time white noise. Under various natural conditions, we study small ball probabilities for the Hölder semi-norms of the solutions, and provide near optimal bounds on these probabilities. As an application, we prove a support theorem in these Hölder semi-norms.
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页码:553 / 613
页数:60
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