Moments and Lyapunov exponents for the parabolic Anderson model

Citation
Borodin, Alexei et Corwin, Ivan, Moments and Lyapunov exponents for the parabolic Anderson model, Annals of applied probability , 24(3), 2014, pp. 1172-1198
ISSN journal
10505164
Volume
24
Issue
3
Year of publication
2014
Pages
1172 - 1198
Database
ACNP
SICI code
Abstract
We study the parabolic Anderson model in (1+1) dimensions with nearest neighbor jumps and space.time white noise (discrete space/continuous time). We prove a contour integral formula for the second moment and compute the second moment Lyapunov exponent. For the model with only jumps to the right, we prove a contour integral formula for all moments and compute moment Lyapunov exponents of all orders.