An Asymptotic Comparison of Two Time-homogeneous PAM Models
Analysis of PDEs
2018-09-18 v1 Probability
Abstract
Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e^2 and is non-random.
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Cite
@article{arxiv.1809.05796,
title = {An Asymptotic Comparison of Two Time-homogeneous PAM Models},
author = {Hyun-Jung Kim and Sergey V. Lototsky},
journal= {arXiv preprint arXiv:1809.05796},
year = {2018}
}
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12 pages