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Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise

Ma, Nicholas
; 
Nualart, David
; 
Xia, Panqiu
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Abstract
In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussian noise in time with Hurst parameter H ∈ (0, 1/2). By using the Feynman-Kac representation for the L^p (Ω) moments of the solution, we find the upper and lower bounds for the moments.
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Date
2020-07-14
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Institute of Mathematical Statistics
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Mathematics Scholarly Works
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Keywords
Brownian bridges, Feynman-Kac formula, Intermittency, Moment bounds, Parabolic Anderson model, Skorohod integral, Wick product
Citation
Nicholas Ma. David Nualart. Panqiu Xia. "Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise." Electron. Commun. Probab. 25 1 - 10, 2020. https://doi.org/10.1214/20-ECP327
URI
https://hdl.handle.net/1808/33474
DOI
10.1214/20-ECP327
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