Hide metadata

dc.date.accessioned2024-03-21T18:10:30Z
dc.date.available2024-03-21T18:10:30Z
dc.date.created2023-11-07T14:37:14Z
dc.date.issued2023
dc.identifier.citationCatellier, Rémi Harang, Fabian Andsem . Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation. Annales de l'I.H.P. Probabilites et statistiques. 2023, 59(3), 1572-1609
dc.identifier.urihttp://hdl.handle.net/10852/109940
dc.description.abstractExistence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path establish wellposedness of such equations, even when the drift and diffusion coefficients are given as generalized functions or distributions. In addition we prove regularity of the averaged field associated to a Lévy fractional stable motion, and use this as an example of a perturbation regularizing the multiplicative stochastic heat equation.
dc.description.abstractPathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
dc.languageEN
dc.titlePathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
dc.title.alternativeENEngelskEnglishPathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
dc.typeJournal article
dc.creator.authorCatellier, Rémi
dc.creator.authorHarang, Fabian Andsem
cristin.unitcode185,15,13,0
cristin.unitnameMatematisk institutt
cristin.ispublishedtrue
cristin.fulltextoriginal
cristin.qualitycode1
dc.identifier.cristin2193381
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Annales de l'I.H.P. Probabilites et statistiques&rft.volume=59&rft.spage=1572&rft.date=2023
dc.identifier.jtitleAnnales de l'I.H.P. Probabilites et statistiques
dc.identifier.volume59
dc.identifier.issue3
dc.identifier.startpage1572
dc.identifier.endpage1609
dc.identifier.doihttps://doi.org/10.1214/22-AIHP1302
dc.type.documentTidsskriftartikkel
dc.type.peerreviewedPeer reviewed
dc.source.issn0246-0203
dc.type.versionPublishedVersion


Files in this item

Appears in the following Collection

Hide metadata