Almost sure exponential behaviour for a parabolic SPDE on a manifold

Stochastic Processes and their Applications

Volumn 100, Issue 1-2, 2002, Pages 53-74

  Tindel, Samy ^a   Viens, Frederi ^b  

^a UNIVERSITÉ PARIS 13   (France)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Feynman Kac formula; Gaussian estimates; Lyapunov exponent; Parabolic stochastic partial differential equations

Indexed keywords

EID: 0036335026     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00102-3     Document Type: Article

References (12)

1. An introduction to continuity, extrema, and related topics for general Gaussian processes
2. On the behavior of the solutions to certain Parabolic SPDE's driven by Wiener processes
3. On the long-time behavior of the stochastic heat equation
4. Parabolic Anderson model and intermittency
5. Sharp upper bound on exponential behavior of a stochastic partial differential equation
6. Almost-sure exponential behavior of a stochastic Anderson model with continuous space parameter
7. Stochastic Equations in Infinite Dimensions
8. Towards pathwise stochastic fast dynamo in magneto-hydrodynamics
9. Brownian Motion and Stochastic Calculus, Graduate Texts in Mathematics
10. Stochastic flows and Stochastic Differential Equations
11. Diffusions, Markov Processes, and Martingales
12. On space-time regularity for the stochastic heat equation on Lie groups