Seminar
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Location: | SLMath: Eisenbud Auditorium |
Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
We study the stochastic heat equation with multiplicative noises: $\frac {\partial u }{\partial t} =\frac 12 \Delta u + u \dot{W}$, where $\dot W$ is a mean zero Gaussian noise and $u \dot{W}$ is interpreted both in the sense of Skorohod and Stratonovich. The existence and uniqueness of the solution are studied for noises with general time and spatial covariance structure. Feynman-Kac formulas for the solutions and for the moments of the solutions are obtained under general and different conditions. These formulas are applied to obtain the H\"older continuity of the solutions. They are also applied to obtain the intermittency bounds for the moments of the solutions.
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