Asymptotics for Brownian motion in Poisson potential with Riesz kernel and in time-independent Gaussian rough noise

Author

Bo Gao, University of TennesseeFollow

Date of Award

5-2019

Degree Type

Dissertation

Degree Name

Doctor of Philosophy

Major

Mathematics

Major Professor

Xia Chen

Committee Members

Jan Rosinski, Yu-Ting Chen, Haileab Hilafu

Abstract

In this dissertation, we consider the long time asymptotics for Brownian motion in Poisson random medium or time-independent Gaussian rough medium. We first give answers of the exponential moment asymptotics of Brownian motion in Poisson random medium of a critical case under both quenched and annealed regimes. We then investigate the light tailed case under quenched regime. Finally, we study the quenched large-t asymptotic of Brownian motion in a time-independent Gaussian rough noise.

Recommended Citation

Gao, Bo, "Asymptotics for Brownian motion in Poisson potential with Riesz kernel and in time-independent Gaussian rough noise. " PhD diss., University of Tennessee, 2019.
https://trace.tennessee.edu/utk_graddiss/5391