Chaos expansion of 2D parabolic Anderson model

DOI10.1214/18-ECP129MaRDI QIDQ1748580zbMATH OpenOpenAlexFDO

Authors Yu Gu, Jingyu Huang

Publication date 11 May 2018

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.07578, https://projecteuclid.org/euclid.ecp/1524881134

zbMATH Keywords

chaos expansionparabolic Anderson modelrenormalized self-intersection local time

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We prove a chaos expansion for the 2D parabolic Anderson Model in small time, with the expansion coefficients expressed in terms of the annealed density function of the polymer in a white noise environment.

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Cited in

(7)

• SPDE limit of weakly inhomogeneous ASEP
• Scaling limit of a directed polymer among a Poisson field of independent walks
• The continuum parabolic Anderson model with a half-Laplacian and periodic noise
• Moments of 2D parabolic Anderson model
• Global well-posedness for the nonlinear generalized parabolic Anderson model equation
• Almost sure central limit theorems for stochastic wave equations
• KPZ fluctuations in the planar stochastic heat equation

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