Semi-discrete semi-linear parabolic spdes

Nicos Georgiou, Mathew Joseph, Davar Khoshnevisan, Shang Yuan Shiu

研究成果: 雜誌貢獻期刊論文同行評審

4 引文 斯高帕斯(Scopus)

摘要

Consider an infinite system (eqution presented) of interacting Itǒ diffusions, started at a nonnegative deterministic bounded initial profile. We study local and global features of the solution under standard regularity assumptions on the nonlinearity σ. We will show that, locally in time, the solution behaves as a collection of independent diffusions. We prove also that the kth moment Lyapunov exponent is frequently of sharp order κ2, in contrast to the continuous-space stochastic heat equation whose kth moment Lyapunov exponent can be of sharp order κ3. When the underlying walk is transient and the noise level is sufficiently low, we prove also that the solution is a.s. uniformly dissipative provided that the initial profile is in 1(Zd ).

原文???core.languages.en_GB???
頁(從 - 到)2959-3006
頁數48
期刊Annals of Applied Probability
25
發行號5
DOIs
出版狀態已出版 - 1 10月 2015

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