Continuity results and estimates for the Lyapunov exponent of Brownian motion in stationary potential

DOI10.1214/15-BJPS288zbMATH Open1370.37105arXiv1404.1273OpenAlexW2962792795MaRDI QIDQ318974FDOQ318974

Authors: Johannes Rueß 

Publication date: 6 October 2016

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Abstract: We collect some applications of the variational formula established by Schr"oder (1988) and Ruess (2013) for the quenched Lyapunov exponent of Brownian motion in stationary and ergodic nonnegative potential. We show for example that the Lyapunov exponent for nondeterministic potential is strictly lower than the Lyapunov exponent for the averaged potential. The behaviour of the Lyapunov exponent under independent perturbations of the underlying potential is examined. And with the help of counterexamples we are able to give a detailed picture of the continuity properties of the Lyapunov exponent.

Full work available at URL: https://arxiv.org/abs/1404.1273

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zbMATH Keywords

Brownian motionLyapunov exponentGreen functionrandom potential

Mathematics Subject Classification ID

Brownian motion (60J65) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Generation, random and stochastic difference and differential equations (37H10) Processes in random environments (60K37)

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Cited In (5)

• Lyapunov exponents of Brownian motion: decay rates for scaled Poissonian potentials and bounds
• Large deviations for Brownian motion in a random potential
• A shape theorem and a variational formula for the quenched Lyapunov exponent of random walk in a random potential
• A Variational Formula for the Lyapunov Exponent of Brownian Motion in Stationary Ergodic Potential
• On the continuity of Lyapunov exponents of random walk in random potential

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