LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE

DOI10.1142/S0219493708002408zbMath1160.60323OpenAlexW2104741469MaRDI QIDQ3548298

Andrew B. Vizcarra, Ha-Young Kim, Frederi G. Viens

Publication date: 11 December 2008

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493708002408

zbMATH Keywords

random environmentFeynman-Kac formulaLyapunov exponentMalliavin derivativestrong disordernon-Gaussian

Mathematics Subject Classification ID

Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37)

Related Items (max. 100)

Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent

Cites Work

• Unnamed Item
• On the long time behavior of the stochastic heat equation
• Almost sure exponential behaviour for a parabolic SPDE on a manifold.
• Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity
• On the Brownian-directed polymer in a Gaussian random environment
• An introduction to analysis on Wiener space
• Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space
• The Malliavin Calculus and Related Topics
• 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

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