Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation

DOI10.1515/rose.1996.4.1.43zbMath0849.60062OpenAlexW2087403248WikidataQ115235794 ScholiaQ115235794MaRDI QIDQ4884655

Stanislav Alekseevich Molchanov, René A. Carmona, Frederi G. Viens

Publication date: 7 November 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1996.4.1.43

zbMATH Keywords

parabolic Anderson model Gaussian estimate almost sure Lyapunov exponent large time exponential growth

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Phase transitions for the long-time behavior of interacting diffusions ⋮ On large deviations for the parabolic Anderson model ⋮ Annealed asymptotics for the parabolic Anderson model with a moving catalyst ⋮ Intermittency in a catalytic random medium ⋮ Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models ⋮ Almost sure exponential behaviour for a parabolic SPDE on a manifold. ⋮ Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity ⋮ Lyapunov exponent for the parabolic Anderson model in \(\mathbf R^{d}\) ⋮ Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space

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