{"title":"Moments of 2D parabolic Anderson model","authors":"Yu Gu, Weijun Xu","doi":"10.3233/ASY-171460","DOIUrl":null,"url":null,"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.","PeriodicalId":8603,"journal":{"name":"Asymptot. Anal.","volume":"30 1","pages":"151-161"},"PeriodicalIF":0.0000,"publicationDate":"2017-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"12","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Asymptot. Anal.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3233/ASY-171460","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 12
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.