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June 2014 Moments and Lyapunov exponents for the parabolic Anderson model
Alexei Borodin, Ivan Corwin
Ann. Appl. Probab. 24(3): 1172-1198 (June 2014). DOI: 10.1214/13-AAP944

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.

Citation

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Alexei Borodin. Ivan Corwin. "Moments and Lyapunov exponents for the parabolic Anderson model." Ann. Appl. Probab. 24 (3) 1172 - 1198, June 2014. https://doi.org/10.1214/13-AAP944

Information

Published: June 2014
First available in Project Euclid: 23 April 2014

zbMATH: 1291.82078
MathSciNet: MR3199983
Digital Object Identifier: 10.1214/13-AAP944

Subjects:
Primary: 60H1, 82B23, 82C22

Rights: Copyright © 2014 Institute of Mathematical Statistics

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Vol.24 • No. 3 • June 2014
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