Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations
The paper presents bounds for the distributions of suprema for a particular class of sub-Gaussian type random fields defined over spaces with anisotropic metrics. The results are applied to random fields related to stochastic heat equations with fractional noise: bounds for the tail distributions of suprema and estimates for the rate of growth are provided for such fields.
math.PR↗