Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise

DOI10.1016/J.SPA.2020.06.007MaRDI QIDQ2229559zbMATH OpenOpenAlexFDO

Authors Prakash Chakraborty, Xia Chen, Bo Gao, S. Tindel

Publication date 18 February 2021

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

Full work available at URL https://arxiv.org/abs/1810.04212

zbMATH Keywords

Feynman-Kac formulafractional Brownian motionLyapounov exponentparabolic Anderson modelstochastic heat equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Rough paths (60L20)

Abstract: In this note we consider the parabolic Anderson model in one dimension with time-independent fractional noise $dotW$ in space. We consider the case $H<frac12$ and get existence and uniqueness of solution. In order to find the quenched asymptotics for the solution we consider its Feynman-Kac representation and explore the asymptotics of the principal eigenvalue for a random operator of the form $frac12Delta+dotW$.

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Cited in

(7)

• Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field
• Quenched central limit theorem for the stochastic heat equation in weak disorder
• Spatial asymptotic of the stochastic heat equation with compactly supported initial data
• Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise
• Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field
• High order Anderson parabolic model driven by rough noise in space
• Spatial Hölder continuity for the parabolic Anderson model with the singular initial conditions

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