Chong, Carsten and Kevei, Péter (2022) Extremes of the stochastic heat equation with additive Lévy noise. ELECTRONIC JOURNAL OF PROBABILITY, 27. pp. 1-21. ISSN 1083-6489
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Abstract
We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive Lévy space-time white noise. For fixed time t>0 and space x∈Rd we determine the exact tail behavior of the solution both for light-tailed and for heavy-tailed Lévy jump measures. Based on these asymptotics we determine for any fixed time t>0 the almost-sure growth rate of the solution as |x|→∞.
Item Type: | Article |
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Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
Depositing User: | Peter Kevei |
Date Deposited: | 25 Sep 2023 12:24 |
Last Modified: | 25 Sep 2023 12:24 |
URI: | http://real.mtak.hu/id/eprint/174743 |
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