Moment estimates for some renormalized parabolic Anderson models.

2020 
The theory of regularity structures enables the definition of the following parabolic Anderson model in a very rough environment: $\partial_{t} u _{t}(x) = \frac12 \Delta u_{t}(x) + u_{t}(x) \, \dot W_{t}(x)$, for $t\in\mathbb{R}_{+}$ and $x\in \mathbb{R}^{d}$, where $\dot W_{t}(x)$ is a Gaussian noise whose space time covariance function is singular. In this rough context, we shall give some information about the moments of $u _{t}(x)$ when the stochastic heat equation is interpreted in the Skorohod as well as the Stratonovich sense. Of special interest is the critical case, for which one observes a blowup of moments for large times.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    21
    References
    6
    Citations
    NaN
    KQI
    []