Feynman–Kac Representation for Parabolic Anderson Equations with General Gaussian Noise

DOI10.1007/S11253-024-02290-2MaRDI QIDQ6495809

Xia Chen

Publication date: 2 May 2024

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Unnamed Item
• Feynman-Kac formula for heat equation driven by fractional white noise
• Exponential asymptotics for time-space Hamiltonians
• Quenched asymptotics for Brownian motion in generalized Gaussian potential
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Functional Integration and Partial Differential Equations. (AM-109)
• Hyperbolic Anderson Model 2: Strichartz Estimates and Stratonovich Setting

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