Chaos expansion of 2D parabolic Anderson model

被引：5
|
作者：
Gu, Yu [1 ]
Huang, Jingyu [2 ]
机构：
[1] Carnegie Mellon Univ, Pittsburgh, PA 15213 USA
[2] Univ Utah, Salt Lake City, UT 84112 USA
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2018年 / 23卷
关键词：
parabolic Anderson model; chaos expansion; renormalized self-intersection local time;
D O I：
10.1214/18-ECP129
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 prove a chaos expansion for the 2D parabolic Anderson Model in small time, with the expansion coefficients expressed in terms of the annealed density function of the polymer in a white noise environment.
引用
收藏
页数：10
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