Moments of 2D parabolic Anderson model

Asymptot. Anal. Pub Date : 2017-02-22 DOI:10.3233/ASY-171460
Yu Gu, Weijun Xu
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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.
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二维抛物型安德森模型的矩
在本文中,我们利用费曼-卡茨公式推导了二维抛物型安德森模型在小时间下的矩表示,该矩表示与平面布朗运动的交点局部时间有关。
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