The continuum parabolic Anderson model with a half-Laplacian and periodic noise

被引:0
|
作者
Dunlap, Alexander [1 ]
机构
[1] Stanford Univ, Dept Math, Stanford, CA 94305 USA
关键词
parabolic Anderson model; fractional Laplacian;
D O I
10.1214/20-ECP342
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by partial derivative(t)u = -(-Delta)(1/2) u + xi u, where xi is a periodic spatial white noise. To be precise, we construct limits as epsilon -> 0 of solutions of partial derivative(t)u(epsilon) = -(-Delta)(1/2)u(epsilon) + (xi(epsilon) - C-epsilon)u(epsilon), where xi(epsilon) is a mollification of xi at scale epsilon and C-epsilon is a logarithmically diverging renormalization constant. We use a simple renormalization scheme based on that of Hairer and Labbe, "A simple construction of the continuum parabolic Anderson model on R-2."
引用
收藏
页码:1 / 14
页数:14
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