In search of necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises
DOI10.1214/24-EJP1200zbMATH Open1548.60085MaRDI QIDQ6620109
Shuhui Liu, Xiong Wang, Yaozhong Hu
Publication date: 16 October 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
solvabilityparabolic Anderson modelchaos expansionnecessary and sufficient conditionfractional Gaussian noiseHardy-Littlewood-Sobolev inequalityHölder-Young-Brascamp-Lieb inequality
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inequalities for sums, series and integrals (26D15)
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