In search of necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises
DOI10.1214/24-EJP1200zbMATH Open1548.60085MaRDI QIDQ6620109FDOQ6620109
Authors: Shuhui Liu, Yaozhong Hu, Xiong Wang
Publication date: 16 October 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
chaos expansionHardy-Littlewood-Sobolev inequalitysolvabilityparabolic Anderson modelnecessary and sufficient conditionfractional Gaussian noiseHölder-Young-Brascamp-Lieb inequality
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Inequalities for sums, series and integrals (26D15) Stochastic integrals (60H05)
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