On Besov regularity and local time of the stochastic heat equation
Abstract
Sharp Besov regularities in time and space variables are investigated for $\left(u(t,x),\; t\in [0,T],\; x\in \mathbb{R}\right)$, the mild solution to the stochastic heat equation driven by space-time white noise. Existence, Hölder continuity, and Besov regularity of local times are established for $u(t,x)$ viewed either as a process in the space variable or time variable. Hausdorff dimensions of their corresponding level sets are also obtained.
- Publication:
-
arXiv e-prints
- Pub Date:
- June 2020
- DOI:
- 10.48550/arXiv.2006.04235
- arXiv:
- arXiv:2006.04235
- Bibcode:
- 2020arXiv200604235B
- Keywords:
-
- Mathematics - Probability;
- Mathematics - Analysis of PDEs;
- 60G15;
- 60G17;
- 60H05;
- 60H15