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Moment estimates for some renormalized parabolic Anderson models

Probability 2020-09-09 v2

Abstract

The theory of regularity structures enables the definition of the following parabolic Anderson model in a very rough environment: tut(x)=12Δut(x)+ut(x)W˙t(x)\partial_{t} u_{t}(x) = \frac12 \Delta u_{t}(x) + u_{t}(x) \, \dot W_{t}(x), for tR+t\in\mathbb{R}_{+} and xRdx\in \mathbb{R}^{d}, where W˙t(x)\dot W_{t}(x) is a Gaussian noise whose space time covariance function is singular. In this rough context, we shall give some information about the moments of ut(x)u_{t}(x) when the stochastic heat equation is interpreted in the Skorohod as well as the Stratonovich sense. Of special interest is the critical case, for which one observes a blowup of moments for large times.

Keywords

Cite

@article{arxiv.2003.14367,
  title  = {Moment estimates for some renormalized parabolic Anderson models},
  author = {Xia Chen and Aurélien Deya and Cheng Ouyang and Samy Tindel},
  journal= {arXiv preprint arXiv:2003.14367},
  year   = {2020}
}

Comments

The paper has been split. The construction of Stratonovich solution has been removed from this version