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journal article

A simple construction of the continuum parabolic Anderson model on R2

Hairer, Martin  
•
Labbe, Cyril
June 10, 2015
ELECTRONIC COMMUNICATIONS IN PROBABILITY

We propose a simple construction of the solution to the continuum parabolic Anderson model on R-2 which does not rely on any elaborate arguments and makes extensive use of the linearity of the equation. A logarithmic renormalisation is required to counterbalance the divergent product appearing in the equation. Furthermore, we use time-dependent weights in our spaces of distributions in order to construct the solution on the unbounded space R-2.

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