Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise

DOI10.1214/16-AIHP756zbMath1372.60092arXiv1509.00897OpenAlexW2963898504MaRDI QIDQ2403221

Khoa Lê, David Nualart, Jingyu Huang

Publication date: 15 September 2017

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/1509.00897

zbMATH Keywords

Gaussian noisephase transitionBrownian bridgestochastic heat equationFeynman-Kac formulaparabolic Anderson modelexponential growth index

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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