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2018 Chaos expansion of 2D parabolic Anderson model
Yu Gu, Jingyu Huang
Electron. Commun. Probab. 23: 1-10 (2018). DOI: 10.1214/18-ECP129

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.

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Yu Gu. Jingyu Huang. "Chaos expansion of 2D parabolic Anderson model." Electron. Commun. Probab. 23 1 - 10, 2018. https://doi.org/10.1214/18-ECP129

Information

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

zbMATH: 1390.60234
MathSciNet: MR3798237
Digital Object Identifier: 10.1214/18-ECP129

Subjects:
Primary: 60H07 , 60H15
Secondary: 35R60

Keywords: chaos expansion , Parabolic Anderson model , renormalized self-intersection local time

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