Parabolic Anderson model with a fractional Gaussian noise that is rough in time

DOI10.1214/19-AIHP983zbMath1434.60083MaRDI QIDQ2179612

Xia Chen

Publication date: 13 May 2020

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

Full work available at URL: https://projecteuclid.org/euclid.aihp/1584345620

zbMATH Keywords

fractionalBrownian motionparabolic Anderson equationFeynman-Kac's representationmoment asymptoticsDalang's conditionrough and critical Gaussian noises

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) White noise theory (60H40) (n)-body potential quantum scattering theory (81U10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (8)

Space-time fractional Anderson model driven by Gaussian noise rough in space ⋮ High order Anderson parabolic model driven by rough noise in space ⋮ Moment bounds for a generalized Anderson model with Gaussian noise rough in space ⋮ Solvability of parabolic Anderson equation with fractional Gaussian noise ⋮ Fractional stochastic wave equation driven by a Gaussian noise rough in space ⋮ SPDEs with colored Gaussian noise: a survey ⋮ Moment estimates for some renormalized parabolic Anderson models ⋮ A full discretization of the rough fractional linear heat equation

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