Parabolic Anderson Problem and Intermittency
( Memoirs of the American Mathematical Society )
Publication series ：Memoirs of the American Mathematical Society
Author： René A. Carmona
Publisher： American Mathematical Society
Publication year： 2013
E-ISBN: 9781470400958
P-ISBN(Paperback): 9780821825778
Subject： O211.63 Stochastic Differential Equations
Keyword： Probability and Statistics
Language： ENG
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Parabolic Anderson Problem and Intermittency
Description
This book is devoted to the analysis of the large time asymptotics of the solutions of the heat equation in a random time-dependent potential. The authors give complete results in the discrete case of the $d$-dimensional lattice when the potential is, at each site, a Brownian motion in time. The phenomenon of intermittency of the solutions is discussed.