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arXiv · 1711.07578

Chaos expansion of 2D parabolic Anderson model

Yu Gu·Jingyu Huang
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Abstract

We prove a chaos expansion for the 2D parabolic Anderson Model in small time, with the expansion coefficients expressed in terms of the annealed density function of the polymer in a white noise environment.

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Yu Gu, Jingyu Huang. 2017-11-20. Chaos expansion of 2D parabolic Anderson model. https://arxiv.org/abs/1711.07578

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