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.

Dades bibliogràfiques
Autors principals:	Gu, Y, Xu, W
Format:	Journal article
Publicat:	IOS Press 2018

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