Feynman-Kac formula for iterated derivatives of the parabolic Anderson model

Sefika Kuzgun; David Nualart

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arXiv · 2005.13676

Feynman-Kac formula for iterated derivatives of the parabolic Anderson model

Sefika Kuzgun·David Nualart

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Abstract

The purpose of this paper is to establish a Feynman-Kac formula for the moments of the iterated Malliavin derivatives of the solution to the parabolic Anderson model in terms of pinned Brownian motions. As an application, we obtain estimates for the moments of the iterated derivatives of the solution.

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Sefika Kuzgun, David Nualart. 2020-05-27. Feynman-Kac formula for iterated derivatives of the parabolic Anderson model. https://arxiv.org/abs/2005.13676

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