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 motionLyapunov exponentparabolic Anderson equationFeynman-Kac's representationhigh moment asymptoticswhite and fractional noise

Mathematics Subject Classification ID

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

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Cited in

(23)

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

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