Two-point correlation function and Feynman-Kac formula for the stochastic heat equation

preprint2015arXivOpen access

Abstract

In this paper, we obtain an explicit formula for the two-point correlation function for the solutions to the stochastic heat equation on R\mathbb{R}. The bounds for pp-th moments proved in [3] are simplified. We validate the Feynman-Kac formula for the pp-point correlation function of the solutions to this equation with measure-valued initial data.

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