We consider a general class of \(L^2\) -valued stochastic processes that arise primarily as solutions of parabolic SPDEs on post-critically finite fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit versions which are function-valued and jointly continuous in space and time, and the associated Hölder exponents are computed. We apply this theorem to the solutions of SPDEs in the theories of both da Prato–Zabczyk and Walsh. We conclude by discussing a version of the parabolic Anderson model on these fractals and demonstrate a weak form of intermittency.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Continuous Random Field Solutions to Parabolic SPDEs on P.C.F. Fractals

  • Ben Hambly,
  • Weiye Yang

摘要

We consider a general class of \(L^2\) -valued stochastic processes that arise primarily as solutions of parabolic SPDEs on post-critically finite fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit versions which are function-valued and jointly continuous in space and time, and the associated Hölder exponents are computed. We apply this theorem to the solutions of SPDEs in the theories of both da Prato–Zabczyk and Walsh. We conclude by discussing a version of the parabolic Anderson model on these fractals and demonstrate a weak form of intermittency.