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 , driven by a Gaussian noise which is fractional in time with index and fractional in space with index such that . 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 -th moments with .
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