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arXiv · 2203.06057

Extremes of the stochastic heat equation with additive L\'evy noise

Carsten Chong·Péter Kevei
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Abstract

We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive L\'evy space-time white noise. For fixed time $t > 0$ and space $x \in \mathbb{R}^d$ we determine the exact tail behavior of the solution both for light-tailed and for heavy-tailed L\'evy jump measures. Based on these asymptotics we determine for any fixed time $t> 0$ the almost-sure growth rate of the solution as $|x| \to \infty$.

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Carsten Chong, Péter Kevei. 2022-03-11. Extremes of the stochastic heat equation with additive L\'evy noise. https://arxiv.org/abs/2203.06057

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