A transformation for Parabolic Anderson Model
許順吉中央大學 上午 10:00–11:50 鴻經館 M430摘要:
We consider a Parabolic Anderson Model (PAM) with color noise. Using a transformation, the equation becomes an ordinary parabolic differential equation. We derive an expression for the solution. This can be used to derive Feymann-Kac formula for the moments of the solution.