Abstract
AbstractWe consider the stochastic heat equation on $$[0,\,1]$$
[
0
,
1
]
with periodic boundary conditions and driven by space-time white noise. Under various natural conditions, we study small ball probabilities for the Hölder semi-norms of the solutions, and provide near optimal bounds on these probabilities. As an application, we prove a support theorem in these Hölder semi-norms.
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
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