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      Moments of 2D Parabolic Anderson Model

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          Abstract

          In this note, we use the Feynman-Kac formula to derive a moment representation for the 2D parabolic Anderson model in small time, which is related to the intersection local time of planar Brownian motions.

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          Journal
          2017-02-22
          Article
          1702.07026
          f6824b45-c191-4509-8f84-d4292390f77e

          http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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          10 pages
          math.PR

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