Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise

DOI10.1214/17-EJP83zbMath1386.60135arXiv1607.04092OpenAlexW2963030031MaRDI QIDQ2411855

David Nualart, Xia Chen, Samy Tindel, Yaozhong Hu

Publication date: 25 October 2017

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

Full work available at URL: https://arxiv.org/abs/1607.04092

zbMATH Keywords

fractional Brownian motionstochastic heat equationFeynman-Kac formulaintermittencyWiener chaos expansion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Numerical solutions to stochastic differential and integral equations (65C30)

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