Small-time asymptotics with rough spatial noise
Establish whether the statement of the parabolic Anderson model’s small-time asymptotic Theorem 1 holds without modification when at least one spatial Hurst index satisfies H_j<1/2, the total mass perturbation has finite moments for sufficiently small positive times, and the rough-noise variance constant c is finite.
References
Suppose that H_j<1/2 for at least one j\geq1, and that Q_\kappa(t)'s moments are finite for small enough t>0. If the constant c in Equation: Rough c Constant is finite, then the statement of Theorem \ref{Theorem: Main} holds without modification.
Characterize when c<\infty. Then, understand how the constant and the power of t in Equation: Variance must be modified when c=\infty.
If d=3, H_0=1, and H_1=H_2=H_3=1/2, then there exist constants A, B\neq0 such that Q_\kappa(t)=\kappa2 A\,t{1/2}+\kappa4 B\,t\log(1/t)+O_{P}(t)\qquad\text{as }t\to0. More generally, if a model of the PAM requires multiple renormalization functions of decreasing order, say c_1(\epsilon),\ldots, c_n(\epsilon), then there are corresponding deterministic contributions of order t c_k(t) in the small-t asymptotics of Q_\kappa(t).