Moments of 2D Parabolic Anderson Model

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.

minor revisions

References in corpus (2)

• A simple construction of the continuum parabolic Anderson model on ${\mathbf{R}}^2$
• The continuous Anderson hamiltonian in dimension two