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

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

60J65: Brownian motion

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60J55: Local time and additive functionals

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic heat equation driven by fractional noise and local time
• Smoothness of Brownian local times and related functionals
• Fundamental solution of the heat and Schrödinger equations with point interaction
• The Malliavin Calculus and Related Topics
• Parabolic Anderson problem and intermittency
• 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