Moment estimates for some renormalized parabolic Anderson models

preprint2020arXivOpen access

Abstract

The theory of regularity structures enables the definition of the following parabolic Anderson model in a very rough environment: ∂tut(x)=12Δut(x)+ut(x) W˙t(x)\partial_{t} u_{t}(x) = \frac12 Δu_{t}(x) + u_{t}(x) \, \dot W_{t}(x), for t∈R+t\in\mathbb{R}_{+} and x∈Rdx\in \mathbb{R}^{d}, where W˙t(x)\dot W_{t}(x) is a Gaussian noise whose space time covariance function is singular. In this rough context, we shall give some information about the moments of ut(x)u_{t}(x) when the stochastic heat equation is interpreted in the Skorohod as well as the Stratonovich sense. Of special interest is the critical case, for which one observes a blowup of moments for large times.

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