Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation

DOI10.1515/ROSE.1996.4.1.43zbMATH Open0849.60062OpenAlexW2087403248WikidataQ115235794 ScholiaQ115235794MaRDI QIDQ4884655FDOQ4884655

Authors: René Carmona, Frederi Viens, S. Molchanov 

Publication date: 7 November 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1996.4.1.43

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zbMATH Keywords

parabolic Anderson modelGaussian estimatealmost sure Lyapunov exponentlarge time exponential growth

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (10)

• Phase transitions for the long-time behavior of interacting diffusions
• Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity
• Annealed asymptotics for the parabolic Anderson model with a moving catalyst
• Almost sure behaviour of evolution with random potential
• Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
• Almost sure exponential behaviour for a parabolic SPDE on a manifold.
• Intermittency in a catalytic random medium
• Lyapunov exponent for the parabolic Anderson model in \(\mathbf R^{d}\)
• On large deviations for the parabolic Anderson model
• Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space

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