Intermittency properties in a hyperbolic Anderson problem
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Cites work
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 665664 (Why is no real title available?)
- A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
- Almost sure asymptotics for the continuous parabolic Anderson model
- Almost sure exponential behaviour for a parabolic SPDE on a manifold.
- Asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem
- Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
- Geometric characterization of intermittency in the parabolic Anderson model
- Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
- Lyapunov exponent for the parabolic Anderson model with Lévy noise
- Parabolic Anderson problem and intermittency
- Quenched to annealed transition in the parabolic Anderson problem
- The non-linear stochastic wave equation in high dimensions
- The stochastic wave equation in two spatial dimensions
Cited in
(28)- The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
- Lamé Parameter Estimation from Static Displacement Field Measurements in the Framework of Nonlinear Inverse Problems
- A stochastic telegraph equation from the six-vertex model
- Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
- Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
- Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
- Brownian motion and parabolic Anderson model in a renormalized Poisson potential
- Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
- On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
- Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
- Intermittency for the wave and heat equations with fractional noise in time
- Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises
- Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
- Exact asymptotics of the stochastic wave equation with time-independent noise
- Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- Stochastic wave equations defined by fractal Laplacians on Cantor-like sets
- Parabolic Anderson problem and intermittency
- Intermittency for the stochastic heat equation with Lévy noise
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing
- Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
- Fractional stochastic wave equation driven by a Gaussian noise rough in space
- Intermittency phenomena for mass distributions of stochastic flows with interaction
- Intermittency for the hyperbolic Anderson model with rough noise in space
- Moment bounds and asymptotics for the stochastic wave equation
- Chaotic characterization of one dimensional stochastic fractional heat equation
- Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
- Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
- A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
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