Parabolic Anderson model with rough noise in space and rough initial conditions

DOI10.1214/22-ECP506MaRDI QIDQ2679642zbMATH OpenFDO

Authors Yanyan Li

Publication date 23 January 2023

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2206.11361

zbMATH Keywords

Dirac delta initial conditionMalliavin calculusparabolic Anderson modelrough Gaussian noiserough initial conditionstochastic partial differential equations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this note, we consider the parabolic Anderson model on $mathbb{R}_{+}imesmathbbR$, driven by a Gaussian noise which is fractional in time with index $H_0>1/2$ and fractional in space with index $0<H<1/2$ such that $H_0+H>3/4$. Under a general condition on the initial data, we prove the existence and uniqueness of the mild solution and obtain its exponential upper bounds in time for all $p$-th moments with $pge2$.

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Cited in

(15)

• Stochastic parabolic Anderson model with time-homogeneous generalized potential: mild formulation of solution
• Parabolic Anderson model with rough dependence in space
• Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
• Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data
• Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise
• Parabolic Anderson model with rough or critical Gaussian noise
• Hölder continuity for parabolic Anderson equation with non-Gaussian noise
• Spatial averages for the Parabolic Anderson model driven by rough noise
• High order Anderson parabolic model driven by rough noise in space
• Solvability of parabolic Anderson equation with fractional Gaussian noise
• Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds
• In search of necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises
• Spatial Hölder continuity for the parabolic Anderson model with the singular initial conditions
• Parabolic Anderson model with rough initial condition: continuity in law of the solution
• Hyperbolic Anderson model with time-independent rough noise: Gaussian fluctuations

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