Abstract
We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive Lévy space-time white noise. For fixed time and space we determine the exact tail behavior of the solution both for light-tailed and for heavy-tailed Lévy jump measures. Based on these asymptotics we determine for any fixed time the almost-sure growth rate of the solution as .
Funding Statement
PK’s research was supported by the János Bolyai Research Scholarship of the Hungarian Academy of Sciences, and by the NKFIH Grant FK124141.
Acknowledgments
We are grateful to the anonymous referees for the helpful comments and suggestions which improved our paper.
Citation
Carsten Chong. Péter Kevei. "Extremes of the stochastic heat equation with additive Lévy noise." Electron. J. Probab. 27 1 - 21, 2022. https://doi.org/10.1214/22-EJP855
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