Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity

DOI10.1007/s11118-004-0576-8zbMath1082.60058OpenAlexW2051791529MaRDI QIDQ1774173

Samy Tindel, Frederi G. Viens

Publication date: 29 April 2005

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-004-0576-8

zbMATH Keywords

Feynman-Kac formulaGaussian regularityparabolic stochastic differential equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE, Sharp asymptotics for the partition function of some continuous-time directed polymers, Almost sure exponential behavior of a directed polymer in a fractional Brownian environment, Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space, On the Brownian-directed polymer in a Gaussian random environment

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