2000 character limit reached
Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models (1207.6483v1)
Published 27 Jul 2012 in math.PR
Abstract: Let $B_s$ be a $d$-dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}d$. The almost sure asymptotics for the logarithmic moment generating function [\log\math bb{E}0\exp\biggl{\pm\theta\int_0t\bar{V}(B_s) ds\biggr}\qquad (t\to\infty)] are investigated in connection with the renormalized Poisson potential of the form [\bar{V}(x)=\int{\mathbb{R}d}{\frac{1}{|y-x|p}}[\omega(dy)-dy],\qquad x\in\mathbb{R}d.] The investigation is motivated by some practical problems arising from the models of Brownian motion in random media and from the parabolic Anderson models.