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Publication Date:
June 2004
ISSN:
1569-397X
DOI:
10.1515/156939704323074683

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Editor-in-Chief: Girko, Vyacheslav

Managing Editor: Molchanov, S.

Editorial Board Member: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre

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Mathematical Citation Quotient 2011: 0.14

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Asymptotics for the boundary parabolic Anderson problem in a half space

Rene Carmona1 / Stanislav A. Grishin1 / Stanislav Molchanov2

11. Department of Operations Research & Financial Engineering, Princeton University, Princeton, NJ 08544

22. Dept. of Mathematics, University of North Carolina at Charlotte, Charlotte, NC 28223, USA

Citation Information: Random Operators and Stochastic Equations rose. Volume 12, Issue 2, Pages 105–128, ISSN (Online) 1569-397x, ISSN (Print) 0926-6364, DOI: 10.1515/156939704323074683, June 2004

We study the large time behavior of the solutions of the Cauchy problem for the Anderson model restricted to the upper half space and/or when the potential is a homogeneous random field concentrated on the boundary . In other words we consider the problem:

with an appropriate initial condition. We determine the large time asymptotics of the moments of the solutions as well as their almost sure asymptotic behavior when t ↠ ∞ and when the distance from the boundary, i.e. y = y (t) goes simultaneously to infinity as a function of the time t. We identify the rates of escape of y (t) which correspond to specific behaviors of the solutions and different types of dependence upon the diffusivity constant κ. We also show that the case of the lattice differs drastically from the continuous case when it comes to the existence of the moments and the influence of κ. Intermittency is proved as a consequence of the large time behavior of the solutions.

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