Almost sure asymptotic for Ornstein-Uhlenbeck processes of Poisson potential

DOI10.1016/J.SPL.2012.07.012MaRDI QIDQ2231012zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 September 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.07.012

zbMATH Keywords

Feynman-Kac formulaOrnstein-Uhlenbeck processPoisson potentialprinciple eigenvalue

Mathematics Subject Classification ID

Large deviations (60F10) Random measures (60G57) Random operators and equations (aspects of stochastic analysis) (60H25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37)

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Cites work

• Almost sure asymptotics for the continuous parabolic Anderson model
• Brownian motion in a Poissonian potential
• Gaussian processes: Inequalities, small ball probabilities and applications
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• scientific article; zbMATH DE number 3204910 (Why is no real title available?)
• scientific article; zbMATH DE number 2247644 (Why is no real title available?)
• Markov operators and their associated semi-groups
• Orthogonal polynomials of several variables
• Random walk intersections. Large deviations and related topics
• Stationary parabolic Anderson model and intermittency

Cited in

(1)

• Exponential asymptotics for time-space Hamiltonians

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