Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition

DOI10.1007/S10959-017-0772-2zbMATH Open1428.60088arXiv1606.08875OpenAlexW2963641456MaRDI QIDQ1800501FDOQ1800501

Yanyan Li

Publication date: 24 October 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: In this article, we study the Parabolic Anderson Model driven by a space-time homogeneous Gaussian noise on $mathbb{R}_{+}imesmathbb{R}^d$, whose covariance kernels in space and time are locally integrable non-negative functions, which are non-negative definite (in the sense of distributions). We assume that the initial condition is given by a signed Borel measure on $mathbb{R}^d$, and the spectral measure of the noise satisfies Dalang's (1999) condition. Under these conditions, we prove that this equation has a unique solution, and we investigate the magnitude of the $p$-th moments of the solution, for any $pgeq2$. In addition, we show that this solution has a H"older continuous modification with the same regularity and under the same condition as in the case of the white noise in time, regardless of the temporal covariance function of the noise.

Full work available at URL: https://arxiv.org/abs/1606.08875

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsWiener chaos expansionparabolic Anderson modelrough initial conditions

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

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Cited In (23)

• Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
• Optimal regularity of SPDEs with additive noise
• Hölder continuity of stochastic heat equation with rough Gaussian noise
• Parabolic Anderson model with rough dependence in space
• The KPZ universality class and related topics
• Solvability of parabolic Anderson equation with fractional Gaussian noise
• Moment bounds for a generalized Anderson model with Gaussian noise rough in space
• Superlinear stochastic heat equation on ℝ^{𝕕}
• Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise
• Hölder continuity for parabolic Anderson equation with non-Gaussian noise
• Central limit theorems for heat equation with time-independent noise: The regular and rough cases
• Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
• Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise
• Stochastic comparisons for stochastic heat equation
• Precise intermittency for the parabolic Anderson equation with an \((1+1)\)-dimensional time-space white noise
• Some recent progress on stochastic heat equations
• Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise
• Parabolic Anderson model with rough noise in space and rough initial conditions
• Spatial Hölder continuity for the parabolic Anderson model with the singular initial conditions
• Spatial averages for the Parabolic Anderson model driven by rough noise
• Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
• Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency
• Cauchy problem of stochastic kinetic equations

Uses Software

• Digital Library of Mathematical Functions

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