Lyapunov exponent for the parabolic Anderson model in R^d

DOI10.1016/J.JFA.2006.01.007MaRDI QIDQ2495360zbMATH OpenOpenAlexFDO

Authors Thomas 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

block argumentFeynman-Kac formula

Mathematics Subject Classification ID

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

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Cites work

• A note on limiting behaviour of disastrous environment exponents
• Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter
• Asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem
• scientific article; zbMATH DE number 51414 (Why is no real title available?)
• scientific article; zbMATH DE number 736276 (Why is no real title available?)
• scientific article; zbMATH DE number 2099172 (Why is no real title available?)
• scientific article; zbMATH DE number 790938 (Why is no real title available?)
• scientific article; zbMATH DE number 3215519 (Why is no real title available?)
• Lyapunov exponent for the parabolic Anderson model with Lévy noise
• Parabolic Anderson problem and intermittency
• Percolation
• Sample Lyapunov exponent for a class of linear Markovian systems over \(\mathbb{Z}^d\)
• Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation

Cited in

(18)

• Lyapunov exponents for the one-dimensional parabolic Anderson model with drift
• Perturbation theory for Lyapunov exponents of an Anderson model on a strip
• An ergodic theorem of a parabolic Anderson model driven by Lévy noise
• Properties of the parabolic Anderson model and the Anderson polymer model
• Comparison of partition functions in a space-time random environment
• Second order Lyapunov exponents for parabolic and hyperbolic Anderson models
• The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponent
• Positivity of Lyapunov exponents for a continuous matrix-valued Anderson model
• Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space
• 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
• On the sum of the non-negative Lyapunov exponents for some cocycles related to the Anderson model
• Lyapunov exponent estimates of a class of higher-order stochastic Anderson models
• The parabolic Anderson model in a dynamic random environment: basic properties of the quenched Lyapunov exponent
• scientific article; zbMATH DE number 2099172 (Why is no real title available?)
• Lyapunov exponents in a slow environment
• 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

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