paper

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

arXiv:1602.05617

Abstract

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter . We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower and upper bounds for the moments of the solution.

22 pages, 0 figure

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