The parabolic Anderson model with heavy-tailed potential

Mon, 27/04/2009
14:15
Peter Moerters (Bath) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute
The parabolic Anderson model is the Cauchy problem for the heat equation with random potential.  It offers a case study for the possible effects that a random, or irregular environment can have on a diffusion process.  In this talk I review results obtained for an extreme case of heavy-tailed potentials, among the effects we discuss our intermittency, strong localisation and ageing.