Intermittency properties in a hyperbolic Anderson problem

DOI10.1214/08-AIHP199zbMATH Open1196.60116MaRDI QIDQ985350FDOQ985350

Authors: Robert C. Dalang, Carl Mueller 

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/78058

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zbMATH Keywords

stochastic heat equationstochastic wave equationintermittencymoment Lyapunov exponents

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Wave equation (35L05) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Cites Work

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• Lyapunov exponent for the parabolic Anderson model with Lévy noise
• Almost sure exponential behaviour for a parabolic SPDE on a manifold.
• Quenched to annealed transition in the parabolic Anderson problem
• Asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem

Cited In (28)

• Exact asymptotics of the stochastic wave equation with time-independent noise
• Kernel-correlated Lévy field driven forward rate and application to derivative pricing
• Intermittency for the wave and heat equations with fractional noise in time
• Full discretization of semilinear stochastic wave equations driven by multiplicative noise
• Chaotic characterization of one dimensional stochastic fractional heat equation
• Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
• Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
• Brownian motion and parabolic Anderson model in a renormalized Poisson potential
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
• Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
• Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
• A stochastic telegraph equation from the six-vertex model
• Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
• Moment bounds and asymptotics for the stochastic wave equation
• On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
• Intermittency phenomena for mass distributions of stochastic flows with interaction
• Stochastic wave equations defined by fractal Laplacians on Cantor-like sets
• Lamé Parameter Estimation from Static Displacement Field Measurements in the Framework of Nonlinear Inverse Problems
• Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• Parabolic Anderson problem and intermittency
• Intermittency for the stochastic heat equation with Lévy noise
• Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
• A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
• Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises
• Intermittency for the hyperbolic Anderson model with rough noise in space
• The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
• Second order Lyapunov exponents for parabolic and hyperbolic Anderson models

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