The constant coefficient in precise Laplace asymptotics for gPAM
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| _version_ | 1866917854770626560 |
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| author | Klose, Tom |
| author_facet | Klose, Tom |
| contents | This article resumes the analysis of precise Laplace asymptotics for the generalised Parabolic Anderson Model (gPAM) initiated by Peter Friz and the author. More precisely, we provide an explicit formula for the constant coefficient in the asymptotic expansion in terms of traces and Carleman-Fredholm determinants of certain explicit operators. The proof combines classical Gaussian analysis in abstract Wiener spaces with arguments from the theory of regularity structures. As an ingredient, we prove that the minimiser in the (extended) phase functional of gPAM has better than just Cameron-Martin regularity. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2202_03358 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | The constant coefficient in precise Laplace asymptotics for gPAM Klose, Tom Probability 60F10, 60H17, 60L30 (Primary) 60L20 (Secondary) This article resumes the analysis of precise Laplace asymptotics for the generalised Parabolic Anderson Model (gPAM) initiated by Peter Friz and the author. More precisely, we provide an explicit formula for the constant coefficient in the asymptotic expansion in terms of traces and Carleman-Fredholm determinants of certain explicit operators. The proof combines classical Gaussian analysis in abstract Wiener spaces with arguments from the theory of regularity structures. As an ingredient, we prove that the minimiser in the (extended) phase functional of gPAM has better than just Cameron-Martin regularity. |
| title | The constant coefficient in precise Laplace asymptotics for gPAM |
| topic | Probability 60F10, 60H17, 60L30 (Primary) 60L20 (Secondary) |
| url | https://arxiv.org/abs/2202.03358 |