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Main Authors: Shiozawa, Yuichi, Wang, Jian
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2509.23534
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author Shiozawa, Yuichi
Wang, Jian
author_facet Shiozawa, Yuichi
Wang, Jian
contents We consider fractional stochastic heat equations with space-time Lévy white noise of the form $$\frac{\partial X}{\partial t}(t,x)={\cal L}_αX(t,x)+σ(X(t,x))\dotΛ(t,x).$$ Here, the principal part ${\cal L}_α=-(-Δ)^{α/2}$ is the $d$-dimensional fractional Laplacian with $α\in (0,2)$, the noise term $\dotΛ(t,x)$ denotes the space-time Lévy white noise, and the function $σ: \R\mapsto \R$ is Lipschitz continuous. Under suitable assumptions, we obtain bounds for the Lyapunov exponents and the growth indices of exponential type on $p$th moments of the mild solutions, which are connected with the weakly intermittency properties and the characterizations of the high peaks propagate away from the origin. Unlike the case of the Gaussian noise, the proofs heavily depend on the heavy tail property of heat kernel estimates for the fractional Laplacian. The results complement these in \cite{CD15-1,CK19} for fractional stochastic heat equations driven by space-time white noise and stochastic heat equations with Lévy noise, respectively.
format Preprint
id arxiv_https___arxiv_org_abs_2509_23534
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Lyapunov exponents and growth indices for fractional stochastic heat equations with space-time Lévy white noise
Shiozawa, Yuichi
Wang, Jian
Probability
We consider fractional stochastic heat equations with space-time Lévy white noise of the form $$\frac{\partial X}{\partial t}(t,x)={\cal L}_αX(t,x)+σ(X(t,x))\dotΛ(t,x).$$ Here, the principal part ${\cal L}_α=-(-Δ)^{α/2}$ is the $d$-dimensional fractional Laplacian with $α\in (0,2)$, the noise term $\dotΛ(t,x)$ denotes the space-time Lévy white noise, and the function $σ: \R\mapsto \R$ is Lipschitz continuous. Under suitable assumptions, we obtain bounds for the Lyapunov exponents and the growth indices of exponential type on $p$th moments of the mild solutions, which are connected with the weakly intermittency properties and the characterizations of the high peaks propagate away from the origin. Unlike the case of the Gaussian noise, the proofs heavily depend on the heavy tail property of heat kernel estimates for the fractional Laplacian. The results complement these in \cite{CD15-1,CK19} for fractional stochastic heat equations driven by space-time white noise and stochastic heat equations with Lévy noise, respectively.
title Lyapunov exponents and growth indices for fractional stochastic heat equations with space-time Lévy white noise
topic Probability
url https://arxiv.org/abs/2509.23534