Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter
From MaRDI portal
Publication:4385259
DOI10.1080/17442509808834135zbMATH Open0908.60062OpenAlexW2020494927MaRDI QIDQ4385259FDOQ4385259
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
Recommendations
- Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation
- Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space
- Almost sure asymptotics for the continuous parabolic Anderson model
- LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Sample path properties (60G17)
Cited In (24)
- LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE
- 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
This page was built for publication: Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4385259)
