An Asymptotic Comparison of Two Time-Homogeneous PAM Models

Abstract

Both Wick-Itô-Skorokhod and Stratonovich interpretations of the Parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity ε, and, in the limit ε → 0, the difference between the two solutions is of order ε 2 and is non-random.2010 Mathematics Subject Classification. Primary 60H15; Secondary 35R60, 60H40.