Moment bounds for a class of fractional stochastic heat equations
Mohammud Foondun, Wei Liu, McSylvester Omaba

TL;DR
This paper investigates the growth of moments in fractional stochastic heat equations with noise, establishing exponential growth of the second moment and addressing an open problem in the field.
Contribution
It provides new moment bounds for fractional stochastic heat equations, extending existing results and solving an open problem regarding moment growth.
Findings
Second moment of solutions grows exponentially over time.
Established bounds extend previous theoretical results.
Addresses an open problem in stochastic PDEs literature.
Abstract
We consider fractional stochastic heat equations of the form . Here denotes the noise term. Under suitable assumptions, we show that the second moment of the solution grows exponentially with time. In particular, this answers an open problem in \cite{CoKh}. Along the way, we prove a number of other interesting properties which extend and complement results in \cite{foonjose}, \cite{Khoshnevisan:2013aa} and \cite{Khoshnevisan:2013ab}.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Nonlinear Partial Differential Equations · Advanced Mathematical Modeling in Engineering
