Sample Paths of the Solution to the Fractional-colored Stochastic Heat Equation

preprint2015arXivOpen access

Abstract

Let u = {u(t, x), t ∈\in [0, T ], x ∈\in R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect to the time and space variable, respectively. In particular, we derive their exact uniform and local moduli of continuity and Chung-type laws of the iterated logarithm.

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