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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| Date: | 2023 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2023
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/7475 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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