Space-time fractional Anderson model driven by Gaussian noise rough in space

Junfeng Liu,Zhi Wang, Zengwu Wang

STOCHASTICS AND DYNAMICS(2023)

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摘要
In this paper, we study a class of space-time fractional Anderson model driven by multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst index H < 1/2 in space. We prove the existence of the solution in the Skorohod sense and obtain the upper and lower bounds for the pth moments for all p >= 2. Then we can prove that solution of this equation in the Skorohod sense is weakly intermittent. We also deduce the Holder continuity of the solution with respect to the time and space variables.
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关键词
Space-time fractional Anderson model,Gaussian noise,Malliavin calculus,moment bounds,Holder continuity
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