A \(K\)-rough path above the space-time fractional Brownian motion

DOI10.1007/s40072-020-00186-3zbMath1478.60275arXiv2009.03426OpenAlexW3121105135WikidataQ115375019 ScholiaQ115375019MaRDI QIDQ2068918

Samy Tindel, Xia Chen, Cheng Ouyang, Aurélien Deya

Publication date: 20 January 2022

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.03426

zbMATH Keywords

parabolic Anderson modelregularity structuresspace-time fractional Brownian motionStratonovich equation

Mathematics Subject Classification ID

Large deviations (60F10) Processes in random environments (60K37) Rough partial differential equations (60L50) Regularity structures (60L30)

Related Items (1)

Moment intermittency in the PAM with asymptotically singular noise

Cites Work

• On a modelled rough heat equation
• A theory of regularity structures
• Stochastic heat equation driven by fractional noise and local time
• Multiplicative stochastic heat equations on the whole space
• Moment estimates for some renormalized parabolic Anderson models
• Parabolic Anderson model with rough or critical Gaussian noise
• Construction and Skorohod representation of a fractional \(K\)-rough path
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

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