Intermittency and multifractality: A case study via parabolic stochastic PDEs

Davar Khoshnevisan, Kunwoo Kim, Yimin Xiao

Let $\xi$ denote space-time white noise, and consider the following stochastic partial differential equations: (i) $\dot{u}=\frac{1}{2}u"+u\xi$, started identically at one; and (ii)…