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.
| Main Authors: | , |
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| 格式: | Journal article |
| 出版: |
IOS Press
2018
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| _version_ | 1826288205136134144 |
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| author | Gu, Y Xu, W |
| author_facet | Gu, Y Xu, W |
| author_sort | Gu, Y |
| collection | OXFORD |
| description | 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. |
| first_indexed | 2024-03-07T02:10:12Z |
| format | Journal article |
| id | oxford-uuid:a05ed202-7bc3-44e3-80b1-b5b18ede7e3e |
| institution | University of Oxford |
| last_indexed | 2024-03-07T02:10:12Z |
| publishDate | 2018 |
| publisher | IOS Press |
| record_format | dspace |
| spelling | oxford-uuid:a05ed202-7bc3-44e3-80b1-b5b18ede7e3e2022-03-27T02:04:58ZMoments of 2D parabolic Anderson modelJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:a05ed202-7bc3-44e3-80b1-b5b18ede7e3eSymplectic Elements at OxfordIOS Press2018Gu, YXu, WIn 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. |
| spellingShingle | Gu, Y Xu, W Moments of 2D parabolic Anderson model |
| title | Moments of 2D parabolic Anderson model |
| title_full | Moments of 2D parabolic Anderson model |
| title_fullStr | Moments of 2D parabolic Anderson model |
| title_full_unstemmed | Moments of 2D parabolic Anderson model |
| title_short | Moments of 2D parabolic Anderson model |
| title_sort | moments of 2d parabolic anderson model |
| work_keys_str_mv | AT guy momentsof2dparabolicandersonmodel AT xuw momentsof2dparabolicandersonmodel |