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Feynman-Kac Formula for Iterated Derivatives of the Parabolic Anderson Model.

Authors :
Kuzgun, Sefika
Nualart, David
Source :
Potential Analysis; Aug2023, Vol. 59 Issue 2, p651-673, 23p
Publication Year :
2023

Abstract

The purpose of this paper is to establish a Feynman-Kac formula for the moments of the iterated Malliavin derivatives of the solution to the parabolic Anderson model in terms of pinned Brownian motions. As an application, we obtain estimates for the moments of the iterated derivatives of the solution. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09262601
Volume :
59
Issue :
2
Database :
Complementary Index
Journal :
Potential Analysis
Publication Type :
Academic Journal
Accession number :
169825986
Full Text :
https://doi.org/10.1007/s11118-021-09981-6