Moments and Lyapunov exponents for the parabolic Anderson model
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...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Mathematical Statistics
2015
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| Online Access: | http://hdl.handle.net/1721.1/92805 https://orcid.org/0000-0002-2913-5238 |
| Summary: | 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. |
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