Moments of 2D Parabolic Anderson Model
Probability
2017-11-22 v2
Abstract
In this note, we use the Feynman-Kac formula to derive a moment representation for the 2D parabolic Anderson model in small time, which is related to the intersection local time of planar Brownian motions.
Keywords
Cite
@article{arxiv.1702.07026,
title = {Moments of 2D Parabolic Anderson Model},
author = {Yu Gu and Weijun Xu},
journal= {arXiv preprint arXiv:1702.07026},
year = {2017}
}
Comments
minor revisions