Parabolic Anderson model with rough initial condition: continuity in law of the solution
From MaRDI portal
PDEs with randomness, stochastic partial differential equations (35R60) Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Rough partial differential equations (60L50)
Cites work
- A note on intermittency for the fractional heat equation
- Comparison principle for stochastic heat equation on \(\mathbb{R}^{d}\)
- Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise
- Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion
- Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion
- Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion
- Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals
- scientific article; zbMATH DE number 3812663 (Why is no real title available?)
- Joint Hölder continuity of parabolic Anderson model
- Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
- Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency
- Parabolic Anderson model with rough noise in space and rough initial conditions
- Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
- Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
- SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
- SPDEs with fractional noise in space: continuity in law with respect to the Hurst index
- SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
- Stochastic heat equation driven by fractional noise and local time
- The Malliavin Calculus and Related Topics
- The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach
This page was built for publication: Parabolic Anderson model with rough initial condition: continuity in law of the solution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6847332)