A critical stochastic heat equation with long-range noise

Alexander Dunlap, Martin Hairer, Xue-Mei Li

公開日: 2025/9/28

Abstract

We consider a semilinear stochastic heat equation in spatial dimension at least $3$, forced by a noise that is white in time with a covariance kernel that decays like $\lvert x\rvert^{-2}$ as $\lvert x\rvert\to\infty$. We show that in an appropriate diffusive scaling limit with a logarithmic attenuation of the noise, the pointwise statistics of the solution can be approximated by the solution to a forward-backward stochastic differential equation (FBSDE). The scaling and structure of the problem is similar to that of the two-dimensional stochastic heat equation forced by an approximation of space-time white noise considered by the first author and Gu (Ann. Probab., 2022). However the resulting FBSDE is different due to the long-range correlations of the noise.

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