Monday, December 3, 2012

1211.7125 (Alexei Borodin et al.)

On moments of the parabolic Anderson model    [PDF]

Alexei Borodin, Ivan Corwin
We study the parabolic Anderson model 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.
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