English

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 R\mathbb{R}. The bounds for pp-th moments proved in [3] are simplified. We validate the Feynman-Kac formula for the pp-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

R2 v1 2026-06-22T10:48:28.197Z