English

Parabolic Anderson model with rough noise in space and rough initial conditions

Probability 2022-06-24 v1

Abstract

In this note, we consider the parabolic Anderson model on R+×R\mathbb{R}_{+} \times \mathbb{R}, driven by a Gaussian noise which is fractional in time with index H0>1/2H_0>1/2 and fractional in space with index 0<H<1/20<H<1/2 such that H0+H>3/4H_0+H>3/4. Under a general condition on the initial data, we prove the existence and uniqueness of the mild solution and obtain its exponential upper bounds in time for all pp-th moments with p2p\ge 2.

Keywords

Cite

@article{arxiv.2206.11361,
  title  = {Parabolic Anderson model with rough noise in space and rough initial conditions},
  author = {Raluca M. Balan and Le Chen and Yiping Ma},
  journal= {arXiv preprint arXiv:2206.11361},
  year   = {2022}
}

Comments

13 pages, 3 figures