Feynman–Kac Representation for Parabolic Anderson Equations with General Gaussian Noise

DOI10.1007/S11253-024-02290-2MaRDI QIDQ6495809FDOQ6495809

Authors: Xia Chen 

Publication date: 2 May 2024

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

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Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65)

Cites Work

• Functional Integration and Partial Differential Equations. (AM-109)
• Random walk intersections. Large deviations and related topics
• Feynman-Kac formula for heat equation driven by fractional white noise
• Quenched asymptotics for Brownian motion in generalized Gaussian potential
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Exponential asymptotics for time-space Hamiltonians
• Hyperbolic Anderson Model 2: Strichartz Estimates and Stratonovich Setting

Cited In (2)

• Feynman-Kac formula for iterated derivatives of the parabolic Anderson model
• Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise

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