Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space

Junfeng Liu ()
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Junfeng Liu: Nanjing Audit University

Journal of Theoretical Probability, 2023, vol. 36, issue 1, 167-200

Abstract: Abstract In this article, we study a generalized Anderson model driven by Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst index $$H

Keywords: Anderson model; Fractional Brownian motion; Gaussian noise; Malliavin calculus; Feynman–Kac representation; Moment bounds; Hölder continuity; 60G22; 60H15; 60H07 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s10959-022-01175-z

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