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Feynman-Kac formula for iterated derivatives of the parabolic Anderson model
Published 27 May 2020 in math.PR | (2005.13676v1)
Abstract: The purpose of this paper is to establish a Feynman-Kac formula for the moments of the iterated Malliavin derivatives of the solution to the parabolic Anderson model in terms of pinned Brownian motions. As an application, we obtain estimates for the moments of the iterated derivatives of the solution.
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