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research article

Path properties of the solution to the stochastic heat equation with Levy noise

Chong, Carsten  
•
Dalang, Robert C.  
•
Humeau, Thomas  
March 1, 2019
Stochastics And Partial Differential Equations-Analysis And Computations

We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded domains of Rd, driven by a Levy space-time white noise. When viewed as a stochastic process in time with values in an infinite-dimensional space, the solution is shown to have a cadlag modification in fractional Sobolev spaces of index less than - Concerning the partial regularity of the solution in time or space when the other variable is fixed, we determine critical values for the Blumenthal-Getoor index of the Levy noise such that noises with a smaller index entail continuous sample paths, while Levy noises with a larger index entail sample paths that are unbounded on any non-empty open subset. Our results apply to additive as well as multiplicative Levy noises, and to light- as well as heavy-tailed jumps.

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Type
research article
DOI
10.1007/s40072-018-0124-y
Web of Science ID

WOS:000459903800005

Author(s)
Chong, Carsten  
Dalang, Robert C.  
Humeau, Thomas  
Date Issued

2019-03-01

Publisher

SPRINGER

Published in
Stochastics And Partial Differential Equations-Analysis And Computations
Volume

7

Issue

1

Start page

123

End page

168

Subjects

Statistics & Probability

•

Mathematics

•

stochastic pdes

•

cadlag modification

•

levy noise

•

sample path properties

•

stable noise

•

regularity

•

driven

•

irregularity

•

integrals

•

theorem

•

space

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
March 14, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/155583
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