Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity

DOI10.1007/s11118-004-0576-8zbMath1082.60058OpenAlexW2051791529MaRDI QIDQ1774173

Samy Tindel, Frederi G. Viens

Publication date: 29 April 2005

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-004-0576-8

zbMATH Keywords

Feynman-Kac formulaGaussian regularityparabolic stochastic differential equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE ⋮ Sharp asymptotics for the partition function of some continuous-time directed polymers ⋮ Almost sure exponential behavior of a directed polymer in a fractional Brownian environment ⋮ 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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the long time behavior of the stochastic heat equation
• The stochastic wave equation in two spatial dimensions
• Nonlinear stochastic wave and heat equations
• Almost sure exponential behaviour for a parabolic SPDE on a manifold.
• A stochastic wave equation in two space dimensions: smoothness of the law
• Lyapunov exponents and stability for nonlinear SPDE's driven by finite-dimensional Wiener processes
• 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

This page was built for publication: Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity