Intermittency properties in a hyperbolic Anderson problem

DOI10.1214/08-AIHP199zbMath1196.60116MaRDI QIDQ985350

Robert C. Dalang, Carl E. Mueller

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/78058

zbMATH Keywords

stochastic heat equationmoment Lyapunov exponentsintermittencystochastic wave equation

Mathematics Subject Classification ID

Wave equation (35L05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Related Items (22)

Intermittency for the hyperbolic Anderson model with rough noise in space ⋮ Intermittency for the wave and heat equations with fractional noise in time ⋮ Chaotic characterization of one dimensional stochastic fractional heat equation ⋮ Exact asymptotics of the stochastic wave equation with time-independent noise ⋮ Kernel-correlated Lévy field driven forward rate and application to derivative pricing ⋮ A stochastic telegraph equation from the six-vertex model ⋮ On the existence and position of the farthest peaks of a family of stochastic heat and wave equations ⋮ Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium ⋮ Fractional stochastic wave equation driven by a Gaussian noise rough in space ⋮ Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential ⋮ Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models ⋮ A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s ⋮ Brownian motion and parabolic Anderson model in a renormalized Poisson potential ⋮ Moment bounds and asymptotics for the stochastic wave equation ⋮ Hyperbolic Anderson Model with space-time homogeneous Gaussian noise ⋮ Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise ⋮ Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions ⋮ Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition ⋮ Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1 ⋮ Second order Lyapunov exponents for parabolic and hyperbolic Anderson models ⋮ Intermittency for the stochastic heat equation with Lévy noise ⋮ Stochastic wave equations defined by fractal Laplacians on Cantor-like sets

Cites Work

• Unnamed Item
• Unnamed Item
• The non-linear stochastic wave equation in high dimensions
• The stochastic wave equation in two spatial dimensions
• Almost sure exponential behaviour for a parabolic SPDE on a manifold.
• Almost sure asymptotics for the continuous parabolic Anderson model
• Quenched to annealed transition in the parabolic Anderson problem
• Geometric characterization of intermittency in the parabolic Anderson model
• Lyapunov exponent for the parabolic Anderson model with Lévy noise
• Asymptotics for the almost sure lyapunov exponent for the solution of the parabolic Anderson problem
• A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• Parabolic Anderson problem and intermittency
• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's

This page was built for publication: Intermittency properties in a hyperbolic Anderson problem