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

DOI10.1214/20-ECP327MaRDI QIDQ2201524zbMATH OpenFDO

Authors Nicholas Ma, David Nualart, Panqiu Xia

Publication date 29 September 2020

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

Full work available at URL https://arxiv.org/abs/2001.10093, https://projecteuclid.org/euclid.ecp/1594713622

zbMATH Keywords

Brownian bridgesFeynman-Kac formulaintermittencymoment boundsparabolic Anderson modelSkorohod integralWick product

Mathematics Subject Classification ID

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

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.

Review text

The authors study the parabolic Anderson model of Skorohod type (containig Wick product), driven by a fractional Gaussian noise in time with Hurst parameter \(H \in (0; 1/2)\). Under two additional hypotheses on the covariance function of a fractional Gaussian noise considered as a function of the space variable, and by using the Feynman-Kac representation for the \(L^p(\Omega)\) moments of the solution, they find upper and lower bounds for the moments. The upper bounds are due to the fact that the solution to the Skorohod equation is bounded by the solution to the equation of Stratonovich type, and for the latter one, upper bounds for the moments are known. For the same reason, it is more involved to get lower bounds. By using the Feynman-Kac formula for the moments, the authors note that in comparison with the Stratonovich case, the exponent in the case under consideration contains an additional negative term. This increases the difficulty to estimate lower bounds for the moments. However, the authors produce the necessary tools and get the desirable lower bounds.

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Cites work

• 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
• Stochastic heat equation driven by fractional noise and local time
• The Malliavin Calculus and Related Topics

Cited in

(9)

• Moment estimates for some renormalized parabolic Anderson models
• Parabolic Anderson model with a fractional Gaussian noise that is rough in time
• Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime
• Spatial averages for the Parabolic Anderson model driven by rough noise
• Space-time fractional Anderson model driven by Gaussian noise rough in space
• Moment bounds for a generalized Anderson model with Gaussian noise rough in space
• Moment intermittency in the PAM with asymptotically singular noise
• Precise intermittency for the parabolic Anderson equation with an (1+1)-dimensional time-space white noise
• Intermittency properties in a hyperbolic Anderson problem

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