Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter

DOI10.1080/17442509808834135zbMATH Open0908.60062OpenAlexW2020494927MaRDI QIDQ4385259FDOQ4385259

Authors René Carmona, Frederi Viens 

Publication date 5 August 1998

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509808834135

zbMATH Keywords

Lyapunov exponentspatial discretizationGaussian estimatesstochastic Feynman-Kac formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Sample path properties (60G17)

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Cited In (24)

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• Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity
• On the Brownian-directed polymer in a Gaussian random environment
• On the stochastic heat equation with spatially-colored random forcing
• Superdiffusivity for a Brownian polymer in a continuous Gaussian environment
• The mild and weak solutions of a stochastic parabolic Anderson equation
• Almost sure asymptotics for the continuous parabolic Anderson model
• Asymptotic behavior of the solution of heat equation driven by fractional white noise
• Almost sure behaviour of evolution with random potential
• Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
• Brownian motion and parabolic Anderson model in a renormalized Poisson potential
• An asymptotic theory for randomly forced discrete nonlinear heat equations
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
• Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
• Asymptotic behavior of the solution of the fractional heat equation
• Almost sure exponential behaviour for a parabolic SPDE on a manifold.
• Almost sure exponential behavior of a directed polymer in a fractional Brownian environment
• Quenched asymptotics for Brownian motion in generalized Gaussian potential
• Properties of the parabolic Anderson model and the Anderson polymer model
• Lyapunov exponent for the parabolic Anderson model in \(\mathbf R^{d}\)
• Markovian Anderson model: Bounds for the rate of propagation
• Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space
• Stochastic bounds for the Sparre Andersen process
• Sharp asymptotics for the partition function of some continuous-time directed polymers

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