Moments of 2D parabolic Anderson model
In this note, we use the Feynman-Kac formula to derive a moment representation for the 2D parabolic Anderson model in small time, which is related to the intersection local time of planar Brownian motions.
| Hauptverfasser: | , |
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| Format: | Journal article |
| Veröffentlicht: |
IOS Press
2018
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| Zusammenfassung: | In this note, we use the Feynman-Kac formula to derive a moment representation for the 2D parabolic Anderson model in small time, which is related to the intersection local time of planar Brownian motions. |
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