- Abstract:
- In this note, we use the Feynman-Kac formula to derive a moment representation for the 2D parabolic Anderson model in small time, which is related to the intersection local time of planar Brownian motions.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
- Version:
- Accepted manuscript
- Files:
-
-
(pdf, 380.2kb)
-
- Publisher copy:
- 10.3233/ASY-171460
-
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- Publisher:
- IOS Press Publisher's website
- Journal:
- Asymptotic Analysis Journal website
- Volume:
- 108
- Issue:
- 3
- Pages:
- 151-161
- Publication date:
- 2018-06-07
- Acceptance date:
- 2017-11-20
- DOI:
- EISSN:
-
1875-8576
- ISSN:
-
0921-7134
- Pubs id:
-
pubs:953412
- URN:
-
uri:a05ed202-7bc3-44e3-80b1-b5b18ede7e3e
- UUID:
-
uuid:a05ed202-7bc3-44e3-80b1-b5b18ede7e3e
- Local pid:
- pubs:953412
- Copyright holder:
- IOS Press and the authors
- Copyright date:
- 2018
- Notes:
- © 2018 – IOS Press and the authors. All rights reserved. This is the accepted manuscript version of the article. The final version is available online from IOS Press at: http://dx.doi.org/10.3233/ASY-171460
Journal article
Moments of 2D parabolic Anderson model
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