中文

若干重整化抛物Anderson模型的矩估计

概率论 2020-09-09 v2

摘要

正则结构理论使得能够在非常粗糙的环境中定义如下抛物Anderson模型:tut(x)=12Δut(x)+ut(x)W˙t(x)\partial_{t} u_{t}(x) = \frac12 \Delta u_{t}(x) + u_{t}(x) \, \dot W_{t}(x),其中tR+t\in\mathbb{R}_{+}xRdx\in \mathbb{R}^{d}W˙t(x)\dot W_{t}(x)为时空协方差函数奇异的高斯噪声。在此粗糙背景下,我们将给出当随机热方程按Skorohod意义以及Stratonovich意义解释时,关于ut(x)u_{t}(x)矩的一些信息。特别令人感兴趣的是临界情形,此时可观察到矩在大时间下的爆破。

关键词

引用

@article{arxiv.2003.14367,
  title  = {Moment estimates for some renormalized parabolic Anderson models},
  author = {Xia Chen and Aurélien Deya and Cheng Ouyang and Samy Tindel},
  journal= {arXiv preprint arXiv:2003.14367},
  year   = {2020}
}

备注

The paper has been split. The construction of Stratonovich solution has been removed from this version