Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension

被引:2
|
作者
Bechtold, Florian [1 ]
机构
[1] Univ Bielefeld, Bielefeld, Germany
基金
欧洲研究理事会;
关键词
regularization by noise; parabolic Anderson model; non-linear Young integral; multiplicative noise; stochastic partial differential equations; Feynman-Kac formula; HEAT-EQUATION DRIVEN; FEYNMAN-KAC FORMULA;
D O I
10.1214/22-ECP490
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 study a regularization by noise phenomenon for the continuous parabolic Anderson model with a potential shifted along paths of fractional Brownian motion. We demonstrate that provided the Hurst parameter is chosen sufficiently small, this shift allows to establish well-posedness and stability to the corresponding problem - without the need of renormalization - in any dimension. We moreover provide a robustified Feynman-Kac type formula for the unique solution to the regularized problem building upon regularity estimates for the local time of fractional Brownian motion as well as non-linear Young integration.
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页数:13
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