Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise

DOI10.1007/s40072-017-0099-0zbMath1387.60064arXiv1607.00682OpenAlexW2963039198MaRDI QIDQ1706674

Khoa Lê, David Nualart, Jingyu Huang

Publication date: 28 March 2018

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00682

zbMATH Keywords

Brownian bridgestochastic heat equationFeynman-Kac formulaexponential growth index

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

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• On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Asymptotics for the polaron
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