paper

A simple construction of the continuum parabolic Anderson model on

arXiv:1501.00692 · doi:10.1214/ECP.v20-4038

Abstract

We propose a simple construction of the solution to the continuum parabolic Anderson model on which does not rely on any elaborate arguments and makes extensive use of the linearity of the equation. A logarithmic renormalisation is required to counterbalance the divergent product appearing in the equation. Furthermore, we use time-dependent weights in our spaces of distributions in order to construct the solution on the unbounded space .

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