Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise

DOI10.1214/20-ECP327zbMATH Open1448.60143arXiv2001.10093MaRDI QIDQ2201524FDOQ2201524

Nicholas Ma, David Nualart, Panqiu Xia

Publication date: 29 September 2020

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

Abstract: In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussian noise in time with Hurst parameter $Hin(0,1/2)$. By using the Feynman-Kac representation for the $L^p(Omega)$ moments of the solution, we find the upper and lower bounds for the moments.

Full work available at URL: https://arxiv.org/abs/2001.10093

zbMATH Keywords

Feynman-Kac formulaWick productintermittencyparabolic Anderson modelmoment boundsSkorohod integralBrownian bridges

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

• The Malliavin Calculus and Related Topics
• Stochastic heat equation driven by fractional noise and local time
• A course on rough paths. With an introduction to regularity structures
• Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\)
• Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
• Parabolic Anderson model with rough dependence in space

Cited In (5)

• Space-time fractional Anderson model driven by Gaussian noise rough in space
• Moment intermittency in the PAM with asymptotically singular noise
• Intermittency properties in a hyperbolic Anderson problem
• Precise intermittency for the parabolic Anderson equation with an \((1+1)\)-dimensional time-space white noise
• Spatial averages for the Parabolic Anderson model driven by rough noise

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