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arXiv · 1809.05796

An Asymptotic Comparison of Two Time-homogeneous PAM Models

Hyun-Jung Kim·Sergey V. Lototsky
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Abstract

Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e^2 and is non-random.

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Hyun-Jung Kim, Sergey V. Lototsky. 2018-09-16. An Asymptotic Comparison of Two Time-homogeneous PAM Models. https://arxiv.org/abs/1809.05796

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