Quenched asymptotics for Brownian motion in generalized Gaussian potential

Authors
Citation
Chen, Xia, Quenched asymptotics for Brownian motion in generalized Gaussian potential, Annals of probability , 42(2), 2014, pp. 576-622
Journal title
ISSN journal
00911798
Volume
42
Issue
2
Year of publication
2014
Pages
576 - 622
Database
ACNP
SICI code
Abstract
In this paper, we study the long-term asymptotics for the quenched moment Exexp{.t0V(Bs)ds} consisting of a d -dimensional Brownian motion {Bs;s.0} and a generalized Gaussian field V. The major progress made in this paper includes: Solution to an open problem posted by Carmona and Molchanov [Probab. Theory Related Fields 102 (1995) 433.453], the quenched laws for Brownian motions in Newtonian-type potentials and in the potentials driven by white noise or by fractional white noise.