Electronic Communications in Probability

Chaos expansion of 2D parabolic Anderson model

Yu Gu and Jingyu Huang

Full-text: Open access

Abstract

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.

Article information

Source
Electron. Commun. Probab., Volume 23 (2018), paper no. 26, 10 pp.

Dates
Received: 5 December 2017
Accepted: 3 April 2018
First available in Project Euclid: 28 April 2018

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1524881134

Digital Object Identifier
doi:10.1214/18-ECP129

Mathematical Reviews number (MathSciNet)
MR3798237

Zentralblatt MATH identifier
1390.60234

Subjects
Primary: 60H15: Stochastic partial differential equations [See also 35R60] 60H07: Stochastic calculus of variations and the Malliavin calculus
Secondary: 35R60: Partial differential equations with randomness, stochastic partial differential equations [See also 60H15]

Keywords
parabolic Anderson model chaos expansion renormalized self-intersection local time

Rights
Creative Commons Attribution 4.0 International License.

Citation

Gu, Yu; Huang, Jingyu. Chaos expansion of 2D parabolic Anderson model. Electron. Commun. Probab. 23 (2018), paper no. 26, 10 pp. doi:10.1214/18-ECP129. https://projecteuclid.org/euclid.ecp/1524881134


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