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

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  • Kim, Kunwoo

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.

Suggested Citation

  • Kim, Kunwoo, 2019. "On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian," Stochastic Processes and their Applications, Elsevier, vol. 129(6), pages 2207-2227.
    • Handle: RePEc:eee:spapps:v:129:y:2019:i:6:p:2207-2227
    DOI: 10.1016/j.spa.2018.07.006
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    Cited by:

    1. Jaeyun Yi, 2023. "Macroscopic Multi-fractality of Gaussian Random Fields and Linear Stochastic Partial Differential Equations with Colored Noise," Journal of Theoretical Probability, Springer, vol. 36(2), pages 926-947, June.
    2. Lyu, Yangyang, 2022. "Spatial asymptotics for the Feynman–Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data," Stochastic Processes and their Applications, Elsevier, vol. 143(C), pages 106-159.

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