Lyapunov exponent for the parabolic Anderson model with Lévy noise

DOI10.1007/s00440-004-0346-yzbMath1082.60057OpenAlexW2021303916MaRDI QIDQ2575170

Yanyan Li

Publication date: 8 December 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0346-y

zbMATH Keywords

Feynman-Kac formulaLyapunov exponentblock argument

Mathematics Subject Classification ID

Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (14)

Intermittency in a catalytic random medium ⋮ Dissipation in parabolic SPDEs ⋮ Limiting results for the free energy of directed polymers in random environment with unbounded jumps ⋮ Deposition processes with hardcore behaviour ⋮ Lyapunov exponents in a slow environment ⋮ An ergodic theorem of a parabolic Anderson model driven by Lévy noise ⋮ Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models ⋮ An asymptotic theory for randomly forced discrete nonlinear heat equations ⋮ On the stochastic heat equation with spatially-colored random forcing ⋮ Lyapunov exponent for the parabolic Anderson model in \(\mathbf R^{d}\) ⋮ Intermittency properties in a hyperbolic Anderson problem ⋮ On large deviation rate functions for a continuous-time directed polymer in weak disorder ⋮ Intermittency for the stochastic heat equation with Lévy noise ⋮ Non-linear noise excitation and intermittency under high disorder

Cites Work

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• An improved subadditive ergodic theorem
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• Exponential decay rate of survival probability in a disastrous random environment
• Ergodic theorems and exponential decay of sample paths for certain interacting diffusion systems
• Parabolic Anderson problem and intermittency

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