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Temporal Hölder continuity of the parabolic Anderson model driven by a class of time-independent Gaussian fields with rough initial conditions
AIMS Mathematics 2024, 9(12): 34838-34862
Published: 15 December 2024
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In this paper, we considered the parabolic Anderson model with a class of time-independent generalized Gaussian fields on Rd, which included fractional white noise, Bessel field, massive free field, and other nonstationary Gaussian fields. Under the rough initial conditions, we constructed the Feynman-Kac formula as a solution in the Stratonovich integral by Brownian bridge, and then proved the Hölder continuity of the solution with respect to the time variable. As a comparison, we also studied the Hölder continuity under the regular initial conditions that u0C and u0Cκ(Rd) with κ(0,1].

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