Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime
DOI10.1214/15-AIHP738zbMath1386.60214OpenAlexW2606925117MaRDI QIDQ2357271
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
Brownian motionLyapunov exponentparabolic Anderson equationFeynman-Kac's representationhigh moment asymptoticswhite and fractional noise
Brownian motion (60J65) Large deviations (60F10) White noise theory (60H40) (n)-body potential quantum scattering theory (81U10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (18)
This page was built for publication: Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime