Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise
UDC 519.21 We provide the Feynman–Kac representation for the parabolic Anderson equations driven by a general Gaussian noise. As a feature of the idea, we can mention the argument of subadditivity in establishing the required exponential integrability.
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| Datum: | 2023 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2023
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/7475 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512673561575424 |
|---|---|
| author | Chen, Xia Chen, Xia |
| author_facet | Chen, Xia Chen, Xia |
| author_sort | Chen, Xia |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2024-06-19T00:34:53Z |
| description | UDC 519.21
We provide the Feynman–Kac representation for the parabolic Anderson equations driven by a general Gaussian noise. As a feature of the idea, we can mention the argument of subadditivity in establishing the required exponential integrability. |
| doi_str_mv | 10.3842/umzh.v75i11.7475 |
| first_indexed | 2026-03-24T03:32:32Z |
| format | Article |
| fulltext | |
| id | umjimathkievua-article-7475 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | English |
| last_indexed | 2026-03-24T03:32:32Z |
| publishDate | 2023 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | |
| spelling | umjimathkievua-article-74752024-06-19T00:34:53Z Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise Chen, Xia Chen, Xia Feynman-Kac formula sub-additive process Brownian motion формула Фейнмана-Каца суб-адитивний процес броунівський рух UDC 519.21 We provide the Feynman–Kac representation for the parabolic Anderson equations driven by a general Gaussian noise. As a feature of the idea, we can mention the argument of subadditivity in establishing the required exponential integrability. УДК 519.21 Зображення Фейнмана–Каца для параболічних рівнянь Андерсона із загальним гауссовим шумом  Наведено зображення Фейнмана–Каца для параболічних рівнянь Андерсона, керованих загальним гауссовим шумом. Особливістю ідеї є застосування аргументу субадитивності при встановленні необхідної експоненціальної інтегровності.  Institute of Mathematics, NAS of Ukraine 2023-11-30 Article Article https://umj.imath.kiev.ua/index.php/umj/article/view/7475 10.3842/umzh.v75i11.7475 Ukrains’kyi Matematychnyi Zhurnal; Vol. 75 No. 11 (2023); 1552 - 1569 Український математичний журнал; Том 75 № 11 (2023); 1552 - 1569 1027-3190 en https://umj.imath.kiev.ua/index.php/umj/article/view/7475/9928 Copyright (c) 2023 Георгій Валентинович Рябов |
| spellingShingle | Chen, Xia Chen, Xia Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise |
| title | Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise |
| title_alt | Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise |
| title_full | Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise |
| title_fullStr | Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise |
| title_full_unstemmed | Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise |
| title_short | Feynman–Kac representation of parabolic Anderson equations with general Gaussian noise |
| title_sort | feynman–kac representation of parabolic anderson equations with general gaussian noise |
| topic_facet | Feynman-Kac formula sub-additive process Brownian motion формула Фейнмана-Каца суб-адитивний процес броунівський рух |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/7475 |
| work_keys_str_mv | AT chenxia feynmankacrepresentationofparabolicandersonequationswithgeneralgaussiannoise AT chenxia feynmankacrepresentationofparabolicandersonequationswithgeneralgaussiannoise |