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arXiv 1607.00682math.PR
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时空关联噪声驱动下抛物型Anderson模型的大时间渐近性

Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise

Jingyu Huang, Khoa Lê, David Nualart

摘要:

我们考虑了$\mathbb{R}^\ell$上的线性随机热方程,该方程由在时间和空间上着色的高斯噪声驱动。空间协方差满足一般的假设,并包括的例子,如里斯核在任何维度和分数布朗运动的协方差与赫斯特参数$H\in (\frac 14, \frac 12]$在一维。首先,我们建立了一个唯一的温和的解决方案的存在性,我们推导出Feynman-Kac公式的时刻使用一个家庭的独立布朗桥,并假设一个一般的可积性条件的初始数据。在本文的第二部分中,我们计算李雅普诺夫指数和较低和较高的指数增长性指数的变化量。

英文摘要:

We consider the linear stochastic heat equation on $\mathbb{R}^\ell$, driven by a Gaussian noise which is colored in time and space. The spatial covariance satisfies general assumptions and includes examples such as the Riesz kernel in any dimension and the covariance of the fractional Brownian motion with Hurst parameter $H\in (\frac 14, \frac 12]$ in dimension one. First we establish the existence of a unique mild solution and we derive a Feynman-Kac formula for its moments using a family of independent Brownian bridges and assuming a general integrability condition on the initial data. In the second part of the paper we compute Lyapunov exponents and lower and upper exponential growth indices in terms of a variational quantity.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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