Tom Alberts, Konstantin Khanin, Jeremy Quastel
Motivated by discrete directed polymers in one space and one time dimension,
we construct a continuum directed random polymer that is modeled by a
continuous path interacting with a space-time white noise. The strength of the
interaction is determined by an inverse temperature parameter beta, and for a
given beta and realization of the noise the path evolves in a Markovian way.
The transition probabilities are determined by solutions to the one-dimensional
stochastic heat equation. We show that for all beta > 0 and for almost all
realizations of the white noise the path measure has the same Holder continuity
and quadratic variation properties as Brownian motion, but that it is actually
singular with respect to the standard Wiener measure on C([0,1]).
View original:
http://arxiv.org/abs/1202.4403
No comments:
Post a Comment