Almost sure exponential behaviour for a parabolic SPDE on a manifold.

DOI10.1016/S0304-4149(02)00102-3zbMath1058.60053MaRDI QIDQ1766025

Samy Tindel, Frederi G. Viens

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Feynman-Kac formulaLyapunov exponentstochastic parabolic equations

Mathematics Subject Classification ID

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

Related Items (9)

Asymptotic behavior of the solution of heat equation driven by fractional white noise ⋮ Parabolic Anderson model on Heisenberg groups: the Itô setting ⋮ LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE ⋮ Sharp asymptotics for the partition function of some continuous-time directed polymers ⋮ Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity ⋮ Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space ⋮ On the Brownian-directed polymer in a Gaussian random environment ⋮ Intermittency properties in a hyperbolic Anderson problem ⋮ Stochastic PDEs on graphs as scaling limits of discrete interacting systems

Cites Work

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• On the long time behavior of the stochastic heat equation
• On the behavior of solutions to certain parabolic SPDE's driven by Wiener processes.
• On space-time regularity for the stochastic heat equation on Lie groups
• Parabolic Anderson problem and intermittency
• Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter
• Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation
• Stochastic Equations in Infinite Dimensions

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