Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data

DOI10.1016/j.spa.2021.10.003zbMath1480.60192arXiv2009.14806OpenAlexW3209307370WikidataQ113863851 ScholiaQ113863851MaRDI QIDQ2059687

Yangyang Lyu

Publication date: 14 December 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.14806

zbMATH Keywords

Brownian bridgeFeynman-Kac formulaparabolic Anderson modelspatial asymptoticsmeasure-valued initial conditionrough Gaussian noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Large deviations (60F10) White noise theory (60H40)

Related Items (1)

Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field

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