Feynman-Kac Formula for Iterated Derivatives of the Parabolic Anderson Model

被引：0
|
作者：
Sefika Kuzgun
David Nualart
机构：
[1] University of Kansas,Department of Mathematics
来源：
Potential Analysis | 2023年 / 59卷
关键词：
Feynman-Kac formula; Stochastic heat equation; Malliavin calculus; 60H07; 60H15;
D O I：
暂无
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学科分类号：
摘要：
The purpose of this paper is to establish a Feynman-Kac formula for the moments of the iterated Malliavin derivatives of the solution to the parabolic Anderson model in terms of pinned Brownian motions. As an application, we obtain estimates for the moments of the iterated derivatives of the solution.
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页码：651 / 673
页数：22
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