On the (strict) positivity of solutions of the stochastic heat equation

Citation
R. Moreno Flores, Gregorio, On the (strict) positivity of solutions of the stochastic heat equation, Annals of probability , 42(4), 2014, pp. 1635-1643
Journal title
ISSN journal
00911798
Volume
42
Issue
4
Year of publication
2014
Pages
1635 - 1643
Database
ACNP
SICI code
Abstract
We give a new proof of the fact that the solutions of the stochastic heat equation, started with nonnegative initial conditions, are strictly positive at positive times. The proof uses concentration of measure arguments for discrete directed polymers in Gaussian environments, originated in M. Talagrand.s work on spin glasses and brought to directed polymers by Ph. Carmona and Y. Hu. We also get slightly improved bounds on the lower tail of the solutions of the stochastic heat equation started with a delta initial condition.