Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise

Nicholas Ma; David Nualart; Panqiu Xia

doi:10.1214/20-ECP327

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2020 Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise

Nicholas Ma, David Nualart, Panqiu Xia

Electron. Commun. Probab. 25: 1-10 (2020). DOI: 10.1214/20-ECP327

Abstract

In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussian noise in time with Hurst parameter $H\in (0,1/2)$. By using the Feynman-Kac representation for the $L^{p}(\Omega )$ moments of the solution, we find the upper and lower bounds for the moments.

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Nicholas Ma. David Nualart. Panqiu Xia. "Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise." Electron. Commun. Probab. 25 1 - 10, 2020. https://doi.org/10.1214/20-ECP327