Brownian motion in inverse-square Poisson potential

Seminar/Forum

Brownian motion in inverse-square Poisson potential

We consider the parabolic Anderson model in in d-dimensional space, i.e., the stochastic heat equation with multiplicative potential, with a random attractive potential having inverse-square singularities on the points of a standard Poisson point process. We study existence and large-time asymptotics of positive solutions via Feynman-Kac representation.

Presenter

  • Dr Renato Santos
    Dr Renato Santos, NYU Shanghai