Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise (Q2201524)
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English | Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise |
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Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise (English)
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29 September 2020
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The authors study the parabolic Anderson model of Skorohod type (containig Wick product), driven by a fractional Gaussian noise in time with Hurst parameter \(H \in (0; 1/2)\). Under two additional hypotheses on the covariance function of a fractional Gaussian noise considered as a function of the space variable, and by using the Feynman-Kac representation for the \(L^p(\Omega)\) moments of the solution, they find upper and lower bounds for the moments. The upper bounds are due to the fact that the solution to the Skorohod equation is bounded by the solution to the equation of Stratonovich type, and for the latter one, upper bounds for the moments are known. For the same reason, it is more involved to get lower bounds. By using the Feynman-Kac formula for the moments, the authors note that in comparison with the Stratonovich case, the exponent in the case under consideration contains an additional negative term. This increases the difficulty to estimate lower bounds for the moments. However, the authors produce the necessary tools and get the desirable lower bounds.
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parabolic Anderson model
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Wick product
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Skorohod integral
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Feynman-Kac formula
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moment bounds
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Brownian bridges
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intermittency
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