Moments of 2D parabolic Anderson model

Yu Gu, Weijun Xu
2018 Asymptotic Analysis  
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.
doi:10.3233/asy-171460 fatcat:nqp23cgidbdixox4w2w5jnf2qa