Quenched asymptotics for symmetric L\'evy processes interacting with Poissonian fields

DOI10.37190/0208-4147.00069MaRDI QIDQ6347010arXivFDO

Authors Zhihe Chen, Jian Wang

Publication date 13 August 2020

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55)

Abstract: We establish explicit quenched asymptotics for pure-jump symmetric L'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with Poissonian interaction. In particular, when the density function with respect to the Lebesgue measure of the associated L'evy measure is given by ${\displaystyle }$ ho(z)= frac{1}{|z|^{d+alpha}}I_{{|z|le 1}}+ e^{-c|z|^ heta}I_{{|z|> 1}}${\displaystyle }$ for some $alphain(0,2)$, $hetain(0,infty]$ and $c>0$, exact quenched asymptotics is derived for potentials with the shape function given by $$ for $$ with $$. We also discuss quenched asymptotics in the critical case (e.g.,, $$ in the example mentioned above).

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