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Two-point correlation function and Feynman-Kac formula for the stochastic heat equation

Authors :
Chen, Le
Hu, Yaozhong
Nualart, David
Publication Year :
2015

Abstract

In this paper, we obtain an explicit formula for the two-point correlation function for the solutions to the stochastic heat equation on $\mathbb{R}$. The bounds for $p$-th moments proved in [3] are simplified. We validate the Feynman-Kac formula for the $p$-point correlation function of the solutions to this equation with measure-valued initial data.<br />Comment: 23 pages

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1509.01121
Document Type :
Working Paper