{ "id": "1902.02382", "version": "v1", "published": "2019-02-06T19:49:58.000Z", "updated": "2019-02-06T19:49:58.000Z", "title": "Regularity and strict positivity of densities for the stochastic heat equation on $\\mathbb{R}^d$", "authors": [ "Le Chen", "Jingyu Huang" ], "comment": "94 pages", "categories": [ "math.PR" ], "abstract": "In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The difficulty, and hence the contribution, of the paper lie in three aspects, which include rough initial conditions, degenerate diffusion coefficient, and weakest possible assumptions on the correlation function of the noise. In particular, our results cover the parabolic Anderson model starting from a Dirac delta initial measure.", "revisions": [ { "version": "v1", "updated": "2019-02-06T19:49:58.000Z" } ], "analyses": { "subjects": [ "60H15", "35R60", "60G60" ], "keywords": [ "stochastic heat equation", "strict positivity", "regularity", "dirac delta initial measure", "general multiplicative gaussian noise" ], "note": { "typesetting": "TeX", "pages": 94, "language": "en", "license": "arXiv", "status": "editable" } } }