Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise

DOI10.1063/5.0083530MaRDI QIDQ6122980

Yuecai Han, Unnamed Author

Publication date: 4 March 2024

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Schrödinger and Feynman-Kac semigroups (47D08) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Cites Work

• Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
• Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
• Brownian motion and parabolic Anderson model in a renormalized Poisson potential
• The mild and weak solutions of a stochastic parabolic Anderson equation
• Feynman-Kac formula for heat equation driven by fractional white noise
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
• Spectral representations of infinitely divisible processes
• Moment asymptotics for the continuous parabolic Anderson model.
• Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
• Almost sure asymptotics for the continuous parabolic Anderson model
• The Malliavin Calculus and Related Topics
• Mild solution to parabolic Anderson model in Gaussian and Poisson potential

This page was built for publication: Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise