Xing, Fei - In: Statistics & Probability Letters 82 (2012) 12, pp. 2091-2102
The objective of this paper is to study the large time asymptotic of the following exponential moment: Exexp{±∫0tV(X(s))ds}, where {X(s)} is a d-dimensional Ornstein–Uhlenbeck process and {V(x)}x∈Rd is a homogeneous ergodic random Poisson potential. It turns out that the positive/negative...