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Conference Paper: Exponential asymptotics for time-space Hamiltonians

TitleExponential asymptotics for time-space Hamiltonians
Authors
Issue Date2013
PublisherUniversity 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?
AbstractWe 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 Identifierhttp://hdl.handle.net/10722/240042

 

DC FieldValueLanguage
dc.contributor.authorSong, J-
dc.date.accessioned2017-04-11T04:34:17Z-
dc.date.available2017-04-11T04:34:17Z-
dc.date.issued2013-
dc.identifier.citation36th Conference on Stochastic Processes and Their Applications, Boulder, CO., 29 July - 2 August 2013. In Program of asbtracts, p. 52-53-
dc.identifier.urihttp://hdl.handle.net/10722/240042-
dc.description.abstractWe 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.languageeng-
dc.publisherUniversity 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.ispartofConference on Stochastic Processes and Their Applications-
dc.titleExponential asymptotics for time-space Hamiltonians-
dc.typeConference_Paper-
dc.identifier.emailSong, J: txjsong@hku.hk-
dc.identifier.authoritySong, J=rp01700-
dc.identifier.hkuros220430-
dc.identifier.spage52-
dc.identifier.epage53-
dc.publisher.placeBoulder, CO.-

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