English

Temporal asymptotics for fractional parabolic Anderson model

Probability 2016-04-13 v1

Abstract

In this paper, we consider fractional parabolic equation of the form ut=(Δ)α2u+uW˙(t,x) \frac{\partial u}{\partial t}=-(-\Delta)^{\frac{\alpha}{2}}u+u\dot W(t,x), where (Δ)α2-(-\Delta)^{\frac{\alpha}{2}} with α(0,2]\alpha\in(0,2] is a fractional Laplacian and W˙\dot W is a Gaussian noise colored in space and time. The precise moment Lyapunov exponents for the Stratonovich solution and the Skorohod solution are obtained by using a variational inequality and a Feynman-Kac type large deviation result for space-time Hamiltonians driven by α\alpha-stable process. As a byproduct, we obtain the critical values for θ\theta and η\eta such that Eexp(θ(0101rsβ0γ(XrXs)drds)η)\mathbb{E}\exp\left(\theta\left(\int_0^1 \int_0^1 |r-s|^{-\beta_0}\gamma(X_r-X_s)drds\right)^\eta\right) is finite, where XX is dd-dimensional symmetric α\alpha-stable process and γ(x)\gamma(x) is xβ|x|^{-\beta} or j=1dxjβj\prod_{j=1}^d|x_j|^{-\beta_j}.

Keywords

Cite

@article{arxiv.1604.03493,
  title  = {Temporal asymptotics for fractional parabolic Anderson model},
  author = {Xia Chen and Yaozhong Hu and Jian Song and Xiaoming Song},
  journal= {arXiv preprint arXiv:1604.03493},
  year   = {2016}
}
R2 v1 2026-06-22T13:30:39.121Z