File Download
There are no files associated with this item.
Supplementary
-
Citations:
- Appears in Collections:
Conference Paper: Exponential asymptotics for time-space Hamiltonians
Title | Exponential asymptotics for time-space Hamiltonians |
---|---|
Authors | |
Issue Date | 2013 |
Publisher | University of Colorado Boulder. The Abstract book's web site is located at http://math.colorado.edu/spa2013/wp-content/uploads/2013/08/SPA_PDFProgram.pdf |
Citation | 36th Conference on Stochastic Processes and Their Applications, Boulder, CO., 29 July - 2 August 2013. In Program of asbtracts, p. 52-53 How to Cite? |
Abstract | We investigate the long time asymptotics of the exponential moment for the following time-space Hamiltonian ∫t0∫t01|r−s|α0γ(Br−Bs)dsdr,t≥0, where (Bs , s ≥ 0) is a d-dimensional Brownian motion and the kernel γ(x): Rd → [0, ∞) is a homogeneous function with singularity at zero. Our work is partially motivated by the studies of the short-range sample-path
intersection, the strong coupling polaron and the parabolic Anderson models with a time-space fractional white
noise potential. |
Persistent Identifier | http://hdl.handle.net/10722/240042 |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Song, J | - |
dc.date.accessioned | 2017-04-11T04:34:17Z | - |
dc.date.available | 2017-04-11T04:34:17Z | - |
dc.date.issued | 2013 | - |
dc.identifier.citation | 36th Conference on Stochastic Processes and Their Applications, Boulder, CO., 29 July - 2 August 2013. In Program of asbtracts, p. 52-53 | - |
dc.identifier.uri | http://hdl.handle.net/10722/240042 | - |
dc.description.abstract | We investigate the long time asymptotics of the exponential moment for the following time-space Hamiltonian ∫t0∫t01|r−s|α0γ(Br−Bs)dsdr,t≥0, where (Bs , s ≥ 0) is a d-dimensional Brownian motion and the kernel γ(x): Rd → [0, ∞) is a homogeneous function with singularity at zero. Our work is partially motivated by the studies of the short-range sample-path intersection, the strong coupling polaron and the parabolic Anderson models with a time-space fractional white noise potential. | - |
dc.language | eng | - |
dc.publisher | University of Colorado Boulder. The Abstract book's web site is located at http://math.colorado.edu/spa2013/wp-content/uploads/2013/08/SPA_PDFProgram.pdf | - |
dc.relation.ispartof | Conference on Stochastic Processes and Their Applications | - |
dc.title | Exponential asymptotics for time-space Hamiltonians | - |
dc.type | Conference_Paper | - |
dc.identifier.email | Song, J: txjsong@hku.hk | - |
dc.identifier.authority | Song, J=rp01700 | - |
dc.identifier.hkuros | 220430 | - |
dc.identifier.spage | 52 | - |
dc.identifier.epage | 53 | - |
dc.publisher.place | Boulder, CO. | - |