Brownian motion and parabolic Anderson model in a renormalized Poisson potential
Let \(\omega(dx)\) be a Poisson field on \(\mathbb{R}^d\) (with law \(\mathbb{P}\)) and let \(B_s\) \((s\geq 0)\) be a \(d\)-dimensional Brownian motion (with law \(\mathbb{P}_0\)) independent from \(\omega(dx)\). Let \(K(x)\geq 0\) be a shape function satisfying NEWLINE\[CARRIAGE_RETURNNEWLINE \int_{\mathbb{R}^d} (e^{-K(x)}-1+K(x))dx <\infty. CARRIAGE_RETURNNEWLINE\]NEWLINE The authors prove essentially that the renormalized potential NEWLINE\[CARRIAGE_RETURNNEWLINE \bar{V}(x)= \int_{\mathbb{R}^d} K(y-x)[\omega(dy)-dy], \quad x\in \mathbb{R}^d, CARRIAGE_RETURNNEWLINE\]NEWLINE can be properly defined. Moreover, the authors prove that the associated renormalized Gibbs measures \(\bar{\mu}_{t,\omega}\) and \(\bar{\mu}_t\) given by NEWLINE\[CARRIAGE_RETURNNEWLINE \frac{d\bar{\mu}_{t,\omega}}{d\mathbb{P}_0} = \frac{1}{\bar{Z}_{t,\omega}} \exp \{ - \int_0^t \bar{V}(B_s) ds \}; \quad \frac{d\bar{\mu}_t}{d(\mathbb{P}_0\otimes\mathbb{P})} = \frac{1}{\bar{Z}_t} \exp \{ - \int_0^t \bar{V}(B_s) ds \}, CARRIAGE_RETURNNEWLINE\]NEWLINE where NEWLINE\[CARRIAGE_RETURNNEWLINE \bar{Z}_{t,\omega}=\operatorname{E}_0 \exp \{ - \int_0^t \bar{V}(B_s) ds \}; \quad \bar{Z}_t=\operatorname{E}_0 \otimes \operatorname{E} \exp \{ - \int_0^t \bar{V}(B_s) ds \}, CARRIAGE_RETURNNEWLINE\]NEWLINE are well defined. As applications, the authors consider the case \(K(.)=\theta |.|^{-p}\) and \(d/2 < p < d\).NEWLINENEWLINE By this results, the authors propose in fact a renormalization for constructing some more physically realistic random potentials (the Brownian motion) in a Poisson cloud and then, related parabolic Anderson models are modeled. In particular, the models consistent to Newton's law of universal attraction can be rigorously constructed.
- Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
- Annealed Brownian motion in a heavy tailed Poissonian potential
- Brownian motion in attenuated or renormalized inverse-square Poisson potential
- Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
- Brownian motion in a Poissonian potential
- Almost sure asymptotics for the continuous parabolic Anderson model
- Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter
- Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
- Brownian survival among Poissonian traps with random shapes at critical intensity
- Confinement of Brownian motion among Poissonian obstacles in \(\mathbb{R}^d, d\geq 3\)
- Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
- Errata
- scientific article; zbMATH DE number 3549908 (Why is no real title available?)
- scientific article; zbMATH DE number 1220665 (Why is no real title available?)
- scientific article; zbMATH DE number 1464659 (Why is no real title available?)
- scientific article; zbMATH DE number 825585 (Why is no real title available?)
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- Brownian motion in attenuated or renormalized inverse-square Poisson potential
- Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
- The mild and weak solutions of a stochastic parabolic Anderson equation
- Large deviations for Brownian motion in a random potential
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- Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
- The Bouchaud-Anderson model with double-exponential potential
- Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
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