Some estimates on the parabolic Anderson model

Samy Tindel
Université de Lorraine

We call parabolic Anderson model any stochastic heat equation whose noisy part is of the form u W, where u is the solution to the equation and W a rather general Gaussian noise. This talk focuses on several aspects of this model: existence and uniqueness of the solution, Feynman-Kac representation and intermittency estimates. We shall also review some of the situations in which the parabolic Anderson model features in a natural way.


Back to Rough Paths: Theory and Applications