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