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The continuum parabolic Anderson model with a half-Laplacian and periodic noise

Published 17 Feb 2020 in math.PR and math.AP | (2002.07142v3)

Abstract: We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by $\partial_t u=-(-\Delta){1/2}u+\xi u$, where $\xi$ is a periodic spatial white noise. To be precise, we construct limits as $\varepsilon\to 0$ to solutions of $\partial_t u_\varepsilon=-(-\Delta){1/2}u_\varepsilon+(\xi_\varepsilon-C_\varepsilon)u_\varepsilon$, where $\xi_\varepsilon$ is a mollification of $\xi$ at scale $\varepsilon$ and $C_\varepsilon$ is a logarithmically diverging renormalization constant. We use a simple renormalization scheme based on that of Hairer and Labb\'e, "A simple construction of the continuum parabolic Anderson model on $\mathbf{R}{2}$."

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