Summary
The one-dimensional heat equation driven by Fisher-Wright white noise is studied. From initial conditions with compact support, solutions retain this compact support and die out in finite time. There exist interface solutions which change from the value 1 to the value 0 in a finite region. The motion of the interface location is shown to approach that of a Brownian motion under rescaling. Solutions with a finite number of interfaces are approximated by a system of annihilating Brownian motions.
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Tribe, R. Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise. Probab. Th. Rel. Fields 102, 289–311 (1995). https://doi.org/10.1007/BF01192463
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DOI: https://doi.org/10.1007/BF01192463