MATHEMATICAL PHYSICS SEMINAR | |

Topic: | On Lyapunov exponents of Green's function for diffusions and random walks in a random potential |

Speaker: | Elena Kosygina |

Affiliation: | Baruch College, CUNY and Member, School of Mathematics |

Date: | Friday, February 27 |

Time/Room: | 4:00pm - 5:00pm/S-101 |

The talk will consist of two parts. At first, we shall review connections between Lyapunov exponents, large deviations for diffusions in random media, and the homogenization problem for some stochastic Hamilton-Jacobi-Bellman equations. The second part of the talk will discuss results of the joint work with T. Mountford (EPFL) and M. Zerner (University of Tuebingen) concerning the behavior of quenched and averaged Lyapunov exponents for random walks on Z^d in small i.i.d. potentials.