English

A simple construction of the continuum parabolic Anderson model on $\mathbf{R}^2$

Probability 2017-05-23 v2 Analysis of PDEs

Abstract

We propose a simple construction of the solution to the continuum parabolic Anderson model on R2\mathbf{R}^2 which does not rely on any elaborate arguments and makes extensive use of the linearity of the equation. A logarithmic renormalisation is required to counterbalance the divergent product appearing in the equation. Furthermore, we use time-dependent weights in our spaces of distributions in order to construct the solution on the unbounded space R2\mathbf{R}^2.

Keywords

Cite

@article{arxiv.1501.00692,
  title  = {A simple construction of the continuum parabolic Anderson model on $\mathbf{R}^2$},
  author = {Martin Hairer and Cyril Labbé},
  journal= {arXiv preprint arXiv:1501.00692},
  year   = {2017}
}