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Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise
dc.contributor.author | Ma, Nicholas | |
dc.contributor.author | Nualart, David | |
dc.contributor.author | Xia, Panqiu | |
dc.date.accessioned | 2022-09-15T14:12:49Z | |
dc.date.available | 2022-09-15T14:12:49Z | |
dc.date.issued | 2020-07-14 | |
dc.identifier.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 | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/33474 | |
dc.description.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. | en_US |
dc.publisher | Institute of Mathematical Statistics | en_US |
dc.rights | This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license. | en_US |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | en_US |
dc.subject | Brownian bridges | en_US |
dc.subject | Feynman-Kac formula | en_US |
dc.subject | Intermittency | en_US |
dc.subject | Moment bounds | en_US |
dc.subject | Parabolic Anderson model | en_US |
dc.subject | Skorohod integral | en_US |
dc.subject | Wick product | en_US |
dc.title | Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise | en_US |
dc.type | Article | en_US |
kusw.kuauthor | Ma, Nicholas | |
kusw.kuauthor | Nualart, David | |
kusw.kuauthor | Xia, Panqiu | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1214/20-ECP327 | en_US |
kusw.oaversion | Scholarly/refereed, publisher version | en_US |
kusw.oapolicy | This item meets KU Open Access policy criteria. | en_US |
dc.rights.accessrights | openAccess | en_US |