Two-point correlation function and Feynman-Kac formula for the stochastic heat equation
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🧮 math.PR
keywords
correlationequationformulafunctionfeynman-kacheatsolutionsstochastic
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In this paper, we obtain an explicit formula for the two-point correlation function for the solutions to the stochastic heat equation on $\mathbb{R}$. The bounds for $p$-th moments proved in [3] are simplified. We validate the Feynman-Kac formula for the $p$-point correlation function of the solutions to this equation with measure-valued initial data.
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