任意维连续PAM及其相关模型的随机电位转换正则化

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY
F. Bechtold
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引用次数: 2

摘要

本文研究了具有沿分数阶布朗运动路径位移的连续抛物型Anderson模型的噪声正则化。我们证明,只要选择足够小的Hurst参数,这种转移允许在任何维度上建立相应问题的适定性和稳定性,而不需要重整化。此外,我们还提供了基于分数阶布朗运动局部时间的正则性估计和非线性杨积分的正则化问题唯一解的鲁棒Feynman-Kac型公式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension
We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a potential shifted along paths of fractional Brownian motion. We demonstrate that provided the Hurst parameter is chosen sufficiently small, this shift allows to establish well-posedness and stability to the corresponding problem - without the need of renormalization - in any dimension. We moreover provide a robustified Feynman-Kac type formula for the unique solution to the regularized problem building upon regularity estimates for the local time of fractional Brownian motion as well as non-linear Young integration.
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来源期刊
Electronic Communications in Probability
Electronic Communications in Probability 工程技术-统计学与概率论
CiteScore
1.00
自引率
0.00%
发文量
38
审稿时长
6-12 weeks
期刊介绍: The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.
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