ON THE (STRICT) POSITIVITY OF SOLUTIONS OF THE STOCHASTIC HEAT EQUATION

Flores, GRM

Abstract

We give a new proof of the fact that the solutions of the stochastic heat equation, started with nonnegative initial conditions, are strictly positive at positive times. The proof uses concentration of measure arguments for discrete directed polymers in Gaussian environments, originated in M. Talagrand's work on spin glasses and brought to directed polymers by Ph. Carmona and Y. Hu. We also get slightly improved bounds on the lower tail of the solutions of the stochastic heat equation started with a delta initial condition.

Más información

Título según WOS: ON THE (STRICT) POSITIVITY OF SOLUTIONS OF THE STOCHASTIC HEAT EQUATION
Título según SCOPUS: On the (strict) positivity of solutions of the stochastic heat equation
Título de la Revista: ANNALS OF PROBABILITY
Volumen: 42
Número: 4
Editorial: INST MATHEMATICAL STATISTICS
Fecha de publicación: 2014
Página de inicio: 1635
Página final: 1643
Idioma: English
DOI:

10.1214/14-AOP911

Notas: ISI, SCOPUS