Fei Pu

activity

20182026

most citedSpatial ergodicity for SPDEs via a Poincaré-type inequality

13 citations · 22 across the 9 of their papers we have counts for

collaborators

Showing 2018Show all

3 papers · 1 filter

math.PR2018

On the density of the supremum of the solution to the linear stochastic heat equation

Robert Dalang, Fei Pu

We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of…

math.PR2018

Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension $k \geq 1$

Robert Dalang, Fei Pu

We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix $γ_{Z}$ of $Z := (u (s, y), u (t, x) - u (s, y))$ , where $u$ is the solution to…

math.PR2018

Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations

Robert C. Dalang, Fei Pu

We consider a system of $d$ non-linear stochastic fractional heat equations in spatial dimension $1$ driven by multiplicative $d$ -dimensional space-time white noise. We establish a…

On the density of the supremum of the solution to the linear stochastic heat equation

Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension k≥1

Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations

Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension $k \geq 1$