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arXiv · 1206.1821

On the (strict) positivity of solutions of the stochastic heat equation

Gregorio R. Moreno Flores
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Abstract

We give a new proof of the fact that the solutions of the stochastic heat equation, started with non-negative 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.

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Gregorio R. Moreno Flores. 2014-05-30. On the (strict) positivity of solutions of the stochastic heat equation. https://arxiv.org/abs/1206.1821

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