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arxiv: 1602.05617 · v1 · pith:L2QZOP26new · submitted 2016-02-17 · 🧮 math.PR

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

classification 🧮 math.PR
keywords drivenequationfractionalgaussianheatnoiserepresentationsolution
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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.

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