Temporal asymptotics for fractional parabolic Anderson model
Probability
2016-04-13 v1
Abstract
In this paper, we consider fractional parabolic equation of the form , where with is a fractional Laplacian and 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 -stable process. As a byproduct, we obtain the critical values for and such that is finite, where is -dimensional symmetric -stable process and is or .
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}
}