Asymptotics of the density of parabolic Anderson random fields

DOI10.1214/21-AIHP1148zbMath1484.60068arXiv1801.03386OpenAlexW4226309041MaRDI QIDQ2078012

Khoa Lê, Yaozhong Hu

Publication date: 25 February 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.03386

zbMATH Keywords

Gaussian processMalliavin calculusstochastic heat equationparabolic Anderson modelmultiplicative noiseasymptotic behaviors near infinite and near zerodensity of the law of the solutionright tail and left tail estimates

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Another look at the Balázs-Quastel-Seppäläinen theorem ⋮ Exact lower-tail large deviations of the KPZ equation ⋮ Fluctuations of the solutions to the KPZ equation in dimensions three and higher ⋮ Lower tail of the KPZ equation ⋮ Renormalizing the Kardar-Parisi-Zhang equation in \(d\ge 3\) in weak disorder ⋮ Gaussian fluctuations from the 2D KPZ equation

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