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arXiv:1602.05617 [math.PR]AbstractReferencesReviewsResources

Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise

Le Chen, Yaozhong Hu, Kamran Kalbasi, David Nualart

Published 2016-02-17Version 1

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower and upper bounds for the $L^p(\Omega)$ moments of the solution.

Comments: 22 pages, 0 figure
Categories: math.PR
Subjects: 60H15
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