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research article

Moments And Growth Indices For The Nonlinear Stochastic Heat Equation With Rough Initial Conditions

Chen, Le  
•
Dalang, Robert C.  
2015
Annals Of Probability

We study the nonlinear stochastic heat equation in the spatial domain R, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on R, such as the Dirac delta function, but this measure may also have noncompact support and even be nontempered (e.g., with exponentially growing tails). Existence and uniqueness of a random field solution is proved without appealing to Gronwall's lemma, by keeping tight control over moments in the Picard iteration scheme. Upper bounds on all pth moments (p >= 2) are obtained as well as a lower bound on second moments. These bounds become equalities for the parabolic Anderson model when p = 2. We determine the growth indices introduced by Conus and Khoshnevisan [Probab. Theory Related Fields 152 (2012) 681-701].

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Type
research article
DOI
10.1214/14-Aop954
Web of Science ID

WOS:000367416100003

Author(s)
Chen, Le  
Dalang, Robert C.  
Date Issued

2015

Publisher

Inst Mathematical Statistics

Published in
Annals Of Probability
Volume

43

Issue

6

Start page

3006

End page

3051

Subjects

Nonlinear stochastic heat equation

•

parabolic Anderson model

•

rough initial data

•

growth indices

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
February 16, 2016
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/124127
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