Lyapunov exponent for the parabolic Anderson model with Lévy noise

DOI10.1007/S00440-004-0346-YMaRDI QIDQ2575170zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 8 December 2005

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-004-0346-y

zbMATH Keywords

Feynman-Kac formulaLyapunov exponentblock argument

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 736276 (Why is no real title available?)
• scientific article; zbMATH DE number 2099172 (Why is no real title available?)
• An improved subadditive ergodic theorem
• Conformal welding of annuli
• Ergodic theorems and exponential decay of sample paths for certain interacting diffusion systems
• Exponential decay rate of survival probability in a disastrous random environment
• Parabolic Anderson problem and intermittency

Cited in

(21)

• Lyapunov exponents for the one-dimensional parabolic Anderson model with drift
• Lyapunov exponent for the parabolic Anderson model in \(\mathbf R^{d}\)
• On the stochastic heat equation with spatially-colored random forcing
• Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
• Intermittency properties in a hyperbolic Anderson problem
• Deposition processes with hardcore behaviour
• Lyapunov exponent estimates of a class of higher-order stochastic Anderson models
• Intermittency in a catalytic random medium
• Intermittency for the stochastic heat equation with Lévy noise
• Anderson model with Lévy potential
• An asymptotic theory for randomly forced discrete nonlinear heat equations
• Limiting results for the free energy of directed polymers in random environment with unbounded jumps
• Asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem
• Supersymmetric quantum mechanics with Lévy disorder in one dimension
• scientific article; zbMATH DE number 2099172 (Why is no real title available?)
• scientific article; zbMATH DE number 140581 (Why is no real title available?)
• Dissipation in parabolic SPDEs
• Non-linear noise excitation and intermittency under high disorder
• An ergodic theorem of a parabolic Anderson model driven by Lévy noise
• Lyapunov exponents in a slow environment
• On large deviation rate functions for a continuous-time directed polymer in weak disorder

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