Spatial asymptotics for the Feynman–Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data

Yangyang Lyu

Stochastic Processes and their Applications, 2022, vol. 143, issue C, 106-159

Abstract: We consider the continuous parabolic Anderson model with the Gaussian fields under the measure-valued initial conditions, the covariances of which are homogeneous or nonhomogeneous in time and fractional rough in space. We mainly study the spatial behaviors for the Feynman–Kac formulas in the Stratonovich sense. Benefited from the application of Feynman–Kac formula based on Brownian bridge, the precise spatial asymptotics can be obtained under more general conditions than it in the previous literature.

Keywords: Spatial asymptotics; Parabolic Anderson model; Measure-valued initial condition; Rough Gaussian noise; Feynman–Kac formula; Brownian bridge (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414921001666
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:143:y:2022:i:c:p:106-159

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2021.10.003

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().