The mild and weak solutions of a stochastic parabolic Anderson equation

DOI10.1016/J.JMAA.2014.09.056zbMATH Open1301.60079OpenAlexW1967682457MaRDI QIDQ472298FDOQ472298

Lijun Miao

Publication date: 19 November 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.09.056

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zbMATH Keywords

Brownian motionweak solutionmild solutionGaussian potential

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Initial value problems for second-order parabolic equations (35K15)

Cites Work

• Spectral representations of infinitely divisible processes
• Stochastic Equations in Infinite Dimensions
• Stochastic Calculus
• Feynman-Kac formula for heat equation driven by fractional white noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter
• Confinement of Brownian motion among Poissonian obstacles in \(\mathbb{R}^d, d\geq 3\)
• Moment asymptotics for the continuous parabolic Anderson model.
• Almost sure asymptotics for the continuous parabolic Anderson model
• Localization for Schrödinger operators with Poisson random potential
• Brownian asymptotics in a Poissonian environment
• Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
• Brownian motion and parabolic Anderson model in a renormalized Poisson potential
• Mild solution to parabolic Anderson model in Gaussian and Poisson potential

Cited In (3)

• Solvability of parabolic Anderson equation with fractional Gaussian noise
• Hölder continuity for parabolic Anderson equation with non-Gaussian noise
• Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise

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