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.

View original: http://arxiv.org/abs/1211.7125