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Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise

arXiv:1602.05617

Abstract

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower and upper bounds for the $L^p(Ω)$ moments of the solution.

22 pages, 0 figure