Almost sure asymptotics for the continuous parabolic Anderson model

Citation
J. Gartner et al., Almost sure asymptotics for the continuous parabolic Anderson model, PROB TH REL, 118(4), 2000, pp. 547-573
Citations number
8
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051 → ACNP
Volume
118
Issue
4
Year of publication
2000
Pages
547 - 573
Database
ISI
SICI code
0178-8051(200012)118:4<547:ASAFTC>2.0.ZU;2-F
Abstract
We consider the parabolic Anderson problem partial derivative (t)u = kappa Deltau = xi (x)u on R+ X R-d with initial condition u(0, x) = 1. Here kappa > 0 is a diffusion constant and xi is a random homogeneous potential. We c oncentrate on the two important cases of a Gaussian potential and a shot no ise Poisson potential. Under some mild regularity assumptions, we derive th e second-order term of the almost sure asymptotics of u(t, 0) as t --> infi nity.