Parabolic Anderson model with rough noise in space and rough initial conditions

DOI10.1214/22-ECP506zbMath1506.60061arXiv2206.11361MaRDI QIDQ2679642

Yanyan Li

Publication date: 23 January 2023

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

Full work available at URL: https://arxiv.org/abs/2206.11361

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsparabolic Anderson modelrough Gaussian noiseDirac delta initial conditionrough initial condition

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Uses Software

• DLMF

Cites Work

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• SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
• Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
• The Malliavin Calculus and Related Topics
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

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