Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models

DOI10.1214/11-AOP655MaRDI QIDQ439874zbMATH OpenFDO

Authors Xia Chen

Publication date 17 August 2012

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.6483, https://projecteuclid.org/euclid.aop/1341401141

zbMATH Keywords

large deviationsrenormalizationFeynman-Kac representationparabolic Anderson modelBrownian motion in Poisson potentialPoisson field

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Processes in random environments (60K37) Other physical applications of random processes (60K40)

Abstract: Let $B_s$ be a $d$-dimensional Brownian motion and $omega(dx)$ be an independent Poisson field on $mathbb{R}^d$. The almost sure asymptotics for the logarithmic moment generating function [logmath bb{E}_0exp�iggl{pm hetaint_0^t�ar{V}(B_s) ds�iggr}qquad (t oinfty)] are investigated in connection with the renormalized Poisson potential of the form [�ar{V}(x)=int_{mathbb{R}^d}{frac{1}{|y-x|^p}}[omega(dy)-dy],qquad xinmathbb{R}^d.] The investigation is motivated by some practical problems arising from the models of Brownian motion in random media and from the parabolic Anderson models.

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Cited in

(18)

• Quenched critical large deviations for Brownian motion in a Poissonian potential
• Brownian motion and parabolic Anderson model in a renormalized Poisson potential
• Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field
• Quenched asymptotics for symmetric Lévy processes interacting with Poissonian fields
• Second order asymptotics for Brownian motion in a heavy tailed Poissonian potential
• Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
• Almost sure asymptotic for Ornstein-Uhlenbeck processes of Poisson potential
• Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
• Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
• The mild and weak solutions of a stochastic parabolic Anderson equation
• Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics
• Quenched asymptotics for Brownian motion in generalized Gaussian potential
• Brownian motion in attenuated or renormalized inverse-square Poisson potential
• Mild solution to parabolic Anderson model in Gaussian and Poisson potential
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
• Exponential asymptotics for time-space Hamiltonians
• Large deviations for Brownian motion in a random potential
• Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise

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