September 2021 Moment estimates for some renormalized parabolic Anderson models
Xia Chen, Aurélien Deya, Cheng Ouyang, Samy Tindel
Author Affiliations +
Ann. Probab. 49(5): 2599-2636 (September 2021). DOI: 10.1214/21-AOP1517

Abstract

The theory of regularity structures enables the definition of the following parabolic Anderson model in a very rough environment: tut(x)=12Δut(x)+ut(x)W˙t(x), for tR+ and xRd, where W˙t(x) is a Gaussian noise whose space time covariance function is singular. In this rough context we shall give some information about the moments of ut(x) when the stochastic heat equation is interpreted in the Skorohod as well as the Stratonovich sense. Of special interest is the critical case, for which one observes a blowup of moments for large times.

Funding Statement

C. Ouyang’s research was supported in part by Simons grant #355480.

Acknowledgments

The authors would like to thank the anonymous referees for their careful reading of our paper and for many valuable suggestions.

Citation

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Xia Chen. Aurélien Deya. Cheng Ouyang. Samy Tindel. "Moment estimates for some renormalized parabolic Anderson models." Ann. Probab. 49 (5) 2599 - 2636, September 2021. https://doi.org/10.1214/21-AOP1517

Information

Received: 1 September 2020; Revised: 1 February 2021; Published: September 2021
First available in Project Euclid: 24 September 2021

MathSciNet: MR4317714
zbMATH: 1478.60098
Digital Object Identifier: 10.1214/21-AOP1517

Subjects:
Primary: 60F10 , 60K37 , 60L30 , 60L50

Keywords: critical time , moment estimate , Parabolic Anderson model , Regularity structures , Skorohod equation , Stratonovich equation

Rights: Copyright © 2021 Institute of Mathematical Statistics

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Vol.49 • No. 5 • September 2021
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