Back to Search
Start Over
Feynman-Kac Formula for Iterated Derivatives of the Parabolic Anderson Model.
- 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