Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise

DOI10.1214/20-ECP327zbMath1448.60143arXiv2001.10093MaRDI QIDQ2201524

Nicholas Ma, David Nualart, Panqiu Xia

Publication date: 29 September 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.10093

zbMATH Keywords

Wick productFeynman-Kac formulaparabolic Anderson modelintermittencyBrownian bridgesmoment boundsSkorohod integral

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
• Stochastic heat equation driven by fractional noise and local time
• Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
• Parabolic Anderson model with rough dependence in space
• The Malliavin Calculus and Related Topics
• A course on rough paths. With an introduction to regularity structures

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