{"title":"A Feynman-Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise","authors":"Hyun-Jung Kim, Ramiro Scorolli","doi":"10.1142/s0219025723500017","DOIUrl":null,"url":null,"abstract":"We consider the (unique) mild solution $u(t,x)$ of a 1-dimensional stochastic heat equation on $[0,T]\\times\\mathbb R$ driven by time-homogeneous white noise in the Wick-Skorokhod sense. The main result of this paper is the computation of the spatial derivative of $u(t,x)$, denoted by $\\partial_x u(t,x)$, and its representation as a Feynman-Kac type closed form. The chaos expansion of $\\partial_x u(t,x)$ makes it possible to find its (optimal) H\\\"older regularity especially in space.","PeriodicalId":50366,"journal":{"name":"Infinite Dimensional Analysis Quantum Probability and Related Topics","volume":"4 1","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2021-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Infinite Dimensional Analysis Quantum Probability and Related Topics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s0219025723500017","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 1
Abstract
We consider the (unique) mild solution $u(t,x)$ of a 1-dimensional stochastic heat equation on $[0,T]\times\mathbb R$ driven by time-homogeneous white noise in the Wick-Skorokhod sense. The main result of this paper is the computation of the spatial derivative of $u(t,x)$, denoted by $\partial_x u(t,x)$, and its representation as a Feynman-Kac type closed form. The chaos expansion of $\partial_x u(t,x)$ makes it possible to find its (optimal) H\"older regularity especially in space.
期刊介绍：
In the past few years the fields of infinite dimensional analysis and quantum probability have undergone increasingly significant developments and have found many new applications, in particular, to classical probability and to different branches of physics. The number of first-class papers in these fields has grown at the same rate. This is currently the only journal which is devoted to these fields.
It constitutes an essential and central point of reference for the large number of mathematicians, mathematical physicists and other scientists who have been drawn into these areas. Both fields have strong interdisciplinary nature, with deep connection to, for example, classical probability, stochastic analysis, mathematical physics, operator algebras, irreversibility, ergodic theory and dynamical systems, quantum groups, classical and quantum stochastic geometry, quantum chaos, Dirichlet forms, harmonic analysis, quantum measurement, quantum computer, etc. The journal reflects this interdisciplinarity and welcomes high quality papers in all such related fields, particularly those which reveal connections with the main fields of this journal.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
