Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime

DOI10.1214/15-AIHP738MaRDI QIDQ2357271zbMATH OpenOpenAlexFDO

Authors Xia Chen

Publication date 13 June 2017

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aihp/1491897747

zbMATH Keywords

Brownian motionFeynman-Kac's representationhigh moment asymptoticsLyapunov exponentparabolic Anderson equationwhite and fractional noise

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40) Brownian motion (60J65) (n)-body potential quantum scattering theory (81U10)

Recommendations

• Temporal asymptotics for fractional parabolic Anderson model
• Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise
• Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise
• Parabolic Anderson model with rough or critical Gaussian noise
• Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise

Cited in

(24)

• Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise
• Temporal asymptotics for fractional parabolic Anderson model
• SPDEs with colored Gaussian noise: a survey
• Moment estimates for some renormalized parabolic Anderson models
• Precise moment asymptotics for the stochastic heat equation of a time-derivative Gaussian noise
• Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency
• Some recent progress on stochastic heat equations
• Exact asymptotics of the stochastic wave equation with time-independent noise
• Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
• Parabolic Anderson model with a fractional Gaussian noise that is rough in time
• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field
• Parabolic Anderson model with rough or critical Gaussian noise
• Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
• Parabolic Anderson model on Heisenberg groups: the Itô setting
• A remark on a result of Xia Chen
• On a Class of Stochastic Anderson Models with Fractional Noises
• Moment intermittency in the PAM with asymptotically singular noise
• Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics
• Solvability of parabolic Anderson equation with fractional Gaussian noise
• Stochastic wave equation with Lévy white noise
• Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises
• Exponential asymptotics for p-multiple self-intersection local time of 1-d diffusion process
• Precise intermittency for the parabolic Anderson equation with an (1+1)-dimensional time-space white noise

This page was built for publication: Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2357271)