Quenched asymptotics for Brownian motion in generalized Gaussian potential

preprint2014arXivOpen access

Abstract

In this paper, we study the long-term asymptotics for the quenched moment Exexp⁡{∫0tV(Bs) ds}\mathbb{E}_x\exp \biggl\{\int_0^tV(B_s)\,ds\biggr\} consisting of a dd-dimensional Brownian motion {Bs;s≥0}\{B_s;s\ge 0\} and a generalized Gaussian field VV. The major progress made in this paper includes: Solution to an open problem posted by Carmona and Molchanov [Probab. Theory Related Fields 102 (1995) 433-453], the quenched laws for Brownian motions in Newtonian-type potentials and in the potentials driven by white noise or by fractional white noise.

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