Feynman-Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise

被引:1
作者
Han, Yuecai [1 ]
Wu, Guanyu [1 ]
机构
[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China
基金
国家重点研发计划;
关键词
HEAT-EQUATION DRIVEN; BROWNIAN-MOTION; ASYMPTOTICS;
D O I
10.1063/5.0083530
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this paper, we establish a Feynman-Kac formula for the stochastic parabolic Anderson model with Gaussian potential in space and fractional white noise in time with Hurst parameter H > 1/2. We obtain the necesscary and suffcient condition for the integrability of the Gaussian potential and the exponential integrability of the solution which is defined by Feynman-Kac formula. By the smoothing of the fractional white noise and techniques from Malliavin calculus, we prove that the Feynman-Kac representation is a mild solution of the stochastic parabolic Anderson equation.
引用
收藏
页数:12
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