Second order Lyapunov exponents for parabolic and hyperbolic Anderson models

DOI10.3150/18-BEJ1080zbMath1428.62408arXiv1704.02411OpenAlexW2973031198MaRDI QIDQ2325351

Yanyan Li

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.02411

zbMATH Keywords

fractional Brownian motionGaussian noisespectral measureLyapunov exponentparabolic Anderson modelspatially homogeneous Gaussian noisehyperbolic Anderson modelwhite

Mathematics Subject Classification ID

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

Related Items (4)

Exact asymptotics of the stochastic wave equation with time-independent noise ⋮ Fractional stochastic wave equation driven by a Gaussian noise rough in space ⋮ SPDEs with colored Gaussian noise: a survey ⋮ Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise

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