Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition

DOI10.1007/s10959-017-0772-2zbMath1428.60088arXiv1606.08875OpenAlexW2963641456MaRDI QIDQ1800501

Yanyan Li

Publication date: 24 October 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.08875

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsparabolic Anderson modelWiener chaos expansionrough initial conditions

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Related Items (14)

Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency ⋮ Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise ⋮ Some recent progress on stochastic heat equations ⋮ Moment bounds for a generalized Anderson model with Gaussian noise rough in space ⋮ Parabolic Anderson model with rough noise in space and rough initial conditions ⋮ Superlinear stochastic heat equation on ℝ^{𝕕} ⋮ Central limit theorems for heat equation with time-independent noise: The regular and rough cases ⋮ Cauchy problem of stochastic kinetic equations ⋮ Optimal regularity of SPDEs with additive noise ⋮ Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise ⋮ The KPZ universality class and related topics ⋮ Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise ⋮ Stochastic comparisons for stochastic heat equation ⋮ Second order Lyapunov exponents for parabolic and hyperbolic Anderson models

Uses Software

• DLMF

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