6 papers
A landscape of peaks: The intermittency islands of the stochastic heat equation with Lévy noise
Carsten Chong, Péter Kevei
We show that the spatial profile of the solution to the stochastic heat equation features multiple layers of intermittency islands if the driving noise is non-Gaussian. On the one…
Extremes of the stochastic heat equation with additive Lévy noise
Carsten Chong, Péter Kevei
We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive Lévy space-time white noise. For fixed time and space $x…
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
Carsten Chong, Robert C. Dalang
We consider a class of parabolic stochastic PDEs on bounded domains that includes the stochastic heat equation, but with a fractional power of the Lapl…
Normal approximation of the solution to the stochastic heat equation with Lévy noise
Carsten Chong, Thomas Delerue
Given a sequence of Lévy noises, we derive necessary and sufficient conditions in terms of their variances such that the solution to the…
The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise
Carsten Chong, Péter Kevei
We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a Lévy space-time white noise. When a spatial point is fixed and time tends to infi…
High-frequency analysis of parabolic stochastic PDEs
Carsten Chong
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequen…