Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime
DOI10.1214/15-AIHP738zbMATH Open1386.60214OpenAlexW2606925117MaRDI QIDQ2357271FDOQ2357271
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
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Brownian motionLyapunov exponentparabolic Anderson equationFeynman-Kac's representationhigh moment asymptoticswhite and fractional noise
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)
Cited In (23)
- 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
- Moment intermittency in the PAM with asymptotically singular noise
- SPDEs with colored Gaussian noise: a survey
- 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
- Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises
- Moment estimates for some renormalized parabolic Anderson models
- Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
- Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency
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