A remark on a result of Xia Chen

Khoa Lê

Statistics & Probability Letters, 2016, vol. 118, issue C, 124-126

Abstract: We consider the parabolic Anderson model which is driven by a Gaussian noise fractional in time and having certain scaling property in the spatial variables. Recently, Xia Chen has obtained exact Lyapunov exponent for all moments of positive integer orders. In this note, we explain how to extend Xia Chen’s result for all moments of order p, where p is any real number at least 2.

Keywords: Parabolic Anderson; Feynman–Kac’s representation; Hypercontractivity (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2016.06.004

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