Chaos expansion of 2D parabolic Anderson model
Probability
2018-04-04 v2 Mathematical Physics
math.MP
Abstract
We prove a chaos expansion for the 2D parabolic Anderson Model in small time, with the expansion coefficients expressed in terms of the annealed density function of the polymer in a white noise environment.
Cite
@article{arxiv.1711.07578,
title = {Chaos expansion of 2D parabolic Anderson model},
author = {Yu Gu and Jingyu Huang},
journal= {arXiv preprint arXiv:1711.07578},
year = {2018}
}
Comments
11 pages, minor revisions