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A remark on a result of Xia Chen

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  • Lê, Khoa

Abstract

We consider the parabolic Anderson model which is driven by a Gaussian noise fractional in time and having certain scaling property in the spatial variables. Recently, Xia Chen has obtained exact Lyapunov exponent for all moments of positive integer orders. In this note, we explain how to extend Xia Chen’s result for all moments of order p, where p is any real number at least 2.

Suggested Citation

  • Lê, Khoa, 2016. "A remark on a result of Xia Chen," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 124-126.
    • Handle: RePEc:eee:stapro:v:118:y:2016:i:c:p:124-126
    DOI: 10.1016/j.spl.2016.06.004
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    Cited by:

    1. Calò, Silvia & Herzberg, Valerie, 2019. "The Future of Global Financial Centres after Brexit: an EU Perspective," Financial Stability Notes 9/FS/19, Central Bank of Ireland.

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