Two-point correlation function and Feynman-Kac formula for the stochastic heat equation

DOI10.1007/s11118-016-9601-yzbMath1367.60079arXiv1509.01121OpenAlexW2964350307MaRDI QIDQ526993

Le Chen, Yaozhong Hu, David Nualart

Publication date: 15 May 2017

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.01121

zbMATH Keywords

Malliavin calculusstochastic heat equationFeynman-Kac formulatwo-point correlation functionBrownian local-time

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

Related Items (5)

Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency ⋮ Some recent progress on stochastic heat equations ⋮ Feynman-Kac formula for iterated derivatives of the parabolic Anderson model ⋮ Spatial asymptotic of the stochastic heat equation with compactly supported initial data ⋮ Spatial ergodicity for SPDEs via Poincaré-type inequalities

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• Smoothness of local times of semimartingales
• The two-dimensional stochastic heat equation: renormalizing a multiplicative noise
• Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions

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