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

DOI10.1007/S11253-024-02290-2MaRDI QIDQ6495809zbMATH OpenFDO

Authors Xia Chen

Publication date 2 May 2024

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

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)

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Cites work

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

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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