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Semi-discrete, semi-linear SPDEs

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Version 2 2023-06-12, 06:37
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journal contribution
posted on 2023-06-12, 06:37 authored by Nicos GeorgiouNicos Georgiou, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu
Consider an infinite system of interacting Ito diffusions, started at a nonnegative deterministic bounded initial profile. We study local and global features of the solution under standard regularity assumptions on the nonlinearity s. We will show that, locally in time, the solution behaves as a collection of independent diffusions. We prove also that the k-th moment Lyapunov exponent is frequently of sharp quadratic order k^2, in contrast to the continuous-space stochastic heat equation whose k-th moment Lyapunov exponent can be of sharp cubic order. When the underlying walk is transient and the noise level is sufficiently low, we prove also that the solution is a.s. uniformly dissipative provided that the initial profile is regular enough.

History

Publication status

  • Published

File Version

  • Published version

Journal

Annals of Applied Probability

ISSN

1050-5164

Publisher

The Institute of Mathematical Statistics

Issue

5

Volume

25

Page range

2959-3006

Department affiliated with

  • Mathematics Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2016-01-26

First Open Access (FOA) Date

2016-01-26

First Compliant Deposit (FCD) Date

2016-01-26

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