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: , for and , where is a Gaussian noise whose space time covariance function is singular. In this rough context, we shall give some information about the moments of 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