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