论文标题
Feynman-KAC公式用于抛物线派派派衍生物Anderson模型的迭代衍生物
Feynman-Kac formula for iterated derivatives of the parabolic Anderson model
论文作者
论文摘要
本文的目的是建立一个Feynman-kac公式，以根据固定的布朗尼动作来迭代的Malliavin衍生物的时刻，以寄生的安德森模型。作为应用程序，我们获得了解决方案的迭代衍生物的矩估计。
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.
