Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation
SCIE
SCOPUS
- Title
- Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation
- Authors
- Foondun, Mohammud; Joseph, Mathew; Kim, Kunwoo
- Date Issued
- 2023-02
- Publisher
- Springer Verlag
- Abstract
- We consider the stochastic heat equation on [0,1] with periodic boundary conditions and driven by space-time white noise. Under various natural conditions, we study small ball probabilities for the Hölder semi-norms of the solutions, and provide near optimal bounds on these probabilities. As an application, we prove a support theorem in these Hölder semi-norms.
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/114494
- DOI
- 10.1007/s00440-022-01153-w
- ISSN
- 0178-8051
- Article Type
- Article
- Citation
- Probability Theory and Related Fields, vol. 185, no. 1-2, page. 553 - 613, 2023-02
- Files in This Item:
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.