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Two-point correlation function and Feynman-Kac formula for the stochastic heat equation
- 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
- Subjects :
- Mathematics - Probability
60H15, 35R60
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1509.01121
- Document Type :
- Working Paper