Parabolic Anderson model with rough dependence in space
  This paper studies the one-dimensional parabolic Anderson model driven by a Gaussian noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H \in (\frac{1}{4}, \frac{1}{2})$ in the space variable. We derive the Wiener chaos expansion of the solution and a Feynman-Kac formula for the moments of the solution. These results allow us to establish sharp lower and upper asymptotic bounds for the $n$th moment of the solution. 
Yaozhong Hu, Jingyu Huang, Khoa L\^e, David Nualart, Samy Tindel
math.PR