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  • 标题:Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise
  • 本地全文:下载
  • 作者:Nicholas Ma ; David Nualart ; Panqiu Xia
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2020
  • 卷号:25
  • DOI:10.1214/20-ECP327
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussian noise in time with Hurst parameter $H\in (0,1/2)$. By using the Feynman-Kac representation for the $L^{p}(\Omega )$ moments of the solution, we find the upper and lower bounds for the moments.
  • 关键词:parabolic Anderson model; Wick product; Skorohod integral; Feynman-Kac formula; moment bounds; Brownian bridges; intermittency
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