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

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)

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.

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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)

• Space-time fractional Anderson model driven by Gaussian noise rough in space
• Parabolic Anderson model with a fractional Gaussian noise that is rough in time
• Intermittency properties in a hyperbolic Anderson problem
• Moment estimates for some renormalized parabolic Anderson models
• 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
• 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
• Moment intermittency in the PAM with asymptotically singular noise

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