Moment asymptotics for parabolic Anderson equation with fractional time-space noise: In Skorokhod regime

被引:19
作者
Chen, Xia [1 ]
机构
[1] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2017年 / 53卷 / 02期
关键词
Lyapunov exponent; High moment asymptotics; White and fractional noise; Brownian motion; Parabolic Anderson equation; Feynman-Kac's representation; WHITE-NOISE; DRIVEN;
D O I
10.1214/15-AIHP738
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we consider the parabolic Anderson equation that is driven by a Gaussian noise fractional in time and white or fractional in space, and is solved in a mild sense defined by Skorokhod integral. Our objective is the precise moment Lyapunov exponent and high moment asymptotics. As far as the long term asymptotics are concerned, some feature given in our theorems is different from what have been observed in the Stratonovich-regime and in the setting of the white time noise. While the difference disappears when it comes to the high moment asymptotics. To achieve our goal, we introduce a variational inequality and use some newly developed tools such as time-space LDP of Feynman-Kac type, linearization by tangent approximation, together with some techniques developed along the line of probability in Banach spaces.
引用
收藏
页码:819 / 841
页数:23
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