Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models

X Chen - 2012 - projecteuclid.org
Let B_s be a d-dimensional Brownian motion and ω(dx) be an independent Poisson field on
R^d. The almost sure asymptotics for the logarithmic moment generating function …

Brownian motion and parabolic Anderson model in a renormalized Poisson potential

X Chen, AM Kulik - Annales de l'IHP Probabilités et statistiques, 2012 - numdam.org
A method known as renormalization is proposed for constructing some more physically
realistic random potentials in a Poisson cloud. The Brownian motion in the renormalized …

Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential

X Chen, A Kulik - International Journal of Stochastic Analysis, 2011 - Wiley Online Library
In (Chen and Kulik, 2009), a method of renormalization was proposed for constructing some
more physically realistic random potentials in a Poisson cloud. This paper is devoted to the …

Spatial Brownian motion in renormalized Poisson potential: A critical case

X Chen, J Rosinski - arXiv preprint arXiv:1103.5717, 2011 - arxiv.org
Let $ B_s $ be a three dimensional Brownian motion and $\omega (dx) $ be an independent
Poisson field on $\mathbb {R}^ 3$. It is proved that for any $ t> 0$, conditionally on $\omega …

Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium

X Chen, J Xiong - Journal of Theoretical Probability, 2015 - Springer
Motivated by the study of the directed polymer model with mobile Poissonian traps or
catalysts and the stochastic parabolic Anderson model with time-dependent potential, we …

The parabolic Anderson model

W König, T Wolff - Preprint. Available at www. wiasberlin. de/people …, 2015 - Springer
This is a survey of the parabolic Anderson model (PAM), the Cauchy problem for the heat
equation with random potential. This model and many variants and related models are …

[PDF][PDF] Quenched asymptotics for symmetric Lévy processes interacting with Poissonian fields

Z CHEN, J Wang - Probability and Mathematical Statistics, 2022 - math.uni.wroc.pl
V ω (Zs) ds)] associated with a pure-jump symmetric Lévy process (Zt) t⩾ 0 in general
Poissonian random potentials V ω on Rd, which is closely related to the large time …

Large deviations for Brownian motion in a random potential

D Boivin, TTH Lê - ESAIM: Probability and Statistics, 2020 - esaim-ps.org
A quenched large deviation principle for Brownian motion in a stationary potential is proved.
As the proofs are based on a method developed by Sznitman [Comm. Pure Appl. Math. 47 …

Quenched asymptotics for symmetric L\'evy processes interacting with Poissonian fields

J Wang - arXiv preprint arXiv:2008.05733, 2020 - arxiv.org
We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in
general Poissonian potentials, which is closely related to large time asymptotic behavior of …

Annealed Brownian motion in a heavy tailed Poissonian potential

R Fukushima - 2013 - projecteuclid.org
Consider a d-dimensional Brownian motion in a random potential defined by attaching a
nonnegative and polynomially decaying potential around Poisson points. We introduce a …