Lyapunov exponent for the parabolic Anderson model in \(\mathbf R^{d}\)

DOI10.1016/j.jfa.2006.01.007zbMath1094.60043OpenAlexW2018548614MaRDI QIDQ2495360

Thomas S. Mountford, Michael Craig Cranston

Publication date: 30 June 2006

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2006.01.007

zbMATH Keywords

Feynman-Kac formulablock argument

Mathematics Subject Classification ID

Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

A variational principle for KPP front speeds in temporally random shear flows ⋮ Limiting results for the free energy of directed polymers in random environment with unbounded jumps ⋮ An ergodic theorem of a parabolic Anderson model driven by Lévy noise ⋮ Comparison of partition functions in a space-time random environment ⋮ Properties of the parabolic Anderson model and the Anderson polymer model

Cites Work

• Sample Lyapunov exponent for a class of linear Markovian systems over \(\mathbb{Z}^d\)
• 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
• Percolation
• Parabolic Anderson problem and intermittency
• Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter
• Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation
• A note on limiting behaviour of disastrous environment exponents
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