Two-point correlation function and Feynman-Kac formula for the stochastic heat equation
Probability
2015-09-04 v1
Abstract
In this paper, we obtain an explicit formula for the two-point correlation function for the solutions to the stochastic heat equation on . The bounds for -th moments proved in [3] are simplified. We validate the Feynman-Kac formula for the -point correlation function of the solutions to this equation with measure-valued initial data.
Keywords
Cite
@article{arxiv.1509.01121,
title = {Two-point correlation function and Feynman-Kac formula for the stochastic heat equation},
author = {Le Chen and Yaozhong Hu and David Nualart},
journal= {arXiv preprint arXiv:1509.01121},
year = {2015}
}
Comments
23 pages