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

DOI10.1007/S10959-017-0772-2MaRDI QIDQ1800501zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 24 October 2018

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

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)

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.

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Cited in

(28)

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

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