Stochastic diffusion within expanding space–time

The paper examines stochastic diffusion within an expanding space–time framework motivated by cosmological applications. Contrary to other results in the literature, for the considered general stochastic model, the expansion of space–time leads to a class of stochastic equations with non-constant coefficients that evolve with the expansion factor. The Cauchy problem with random initial conditions is posed and investigated. The exact solution to a stochastic diffusion equation on the expanding sphere is derived. Various probabilistic properties of the solution are studied, including its dependence structure, evolution of the angular power spectrum and local properties of the solution and its approximations by finite truncations. The paper also characterizes the extremal behaviour of the random solution by establishing upper bounds on the probabilities of large deviations. Numerical studies are carried out to illustrate the obtained theoretical results.