# Mathematical Sciences Research Institute

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# Seminar

Postdoc Symposium (Part II): Stochastic heat equation with general Gaussian noises October 02, 2015 (01:15 PM PDT - 02:00 PM PDT)
Parent Program: New Challenges in PDE: Deterministic Dynamics and Randomness in High and Infinite Dimensional Systems MSRI: Simons Auditorium
Speaker(s) Jingyu Huang (University of Utah)
Description No Description
Video
We study the stochastic heat equation with multiplicative noises: $\frac {\partial u }{\partial t} =\frac 12 \Delta u + u \dot{W}$, where $\dot W$ is a mean zero Gaussian noise and $u \dot{W}$ is interpreted  both in the sense of Skorohod and Stratonovich. The existence and uniqueness of the solution are studied for noises with general time and spatial covariance structure. Feynman-Kac formulas for the solutions and for the moments of the solutions are obtained under general and different conditions. These formulas are applied to obtain the H\"older continuity of the solutions. They are also applied to obtain the intermittency bounds for the moments of the solutions.