Temporal asymptotics for fractional parabolic Anderson model

preprint2016arXivOpen access

Abstract

In this paper, we consider fractional parabolic equation of the form ∂u∂t=−(−Δ)α2u+uW˙(t,x) \frac{\partial u}{\partial t}=-(-Δ)^{\fracα{2}}u+u\dot W(t,x), where −(−Δ)α2-(-Δ)^{\fracα{2}} with α∈(0,2]α\in(0,2] is a fractional Laplacian and W˙\dot W is a Gaussian noise colored in space and time. The precise moment Lyapunov exponents for the Stratonovich solution and the Skorohod solution are obtained by using a variational inequality and a Feynman-Kac type large deviation result for space-time Hamiltonians driven by αα-stable process. As a byproduct, we obtain the critical values for θθ and ηη such that Eexp⁡(θ(∫01∫01∣r−s∣−β0γ(Xr−Xs)drds)η)\mathbb{E}\exp\left(θ\left(\int_0^1 \int_0^1 |r-s|^{-β_0}γ(X_r-X_s)drds\right)^η\right) is finite, where XX is dd-dimensional symmetric αα-stable process and γ(x)γ(x) is ∣x∣−β|x|^{-β} or ∏j=1d∣xj∣−βj\prod_{j=1}^d|x_j|^{-β_j}.

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