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scientific article; zbMATH DE number 1268635
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scientific article; zbMATH DE number 1268635 |
Statements
14 October 1999
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polymer measure
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Wiener measure
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0.8042648434638977
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0.7909939885139465
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For given \(T_0>0\), let \(P\) be the Wiener measure on \(\Omega_{ T_0}=C_0([0,T_0]\to R^d)\), \(\widehat P_{T_0,\lambda}\) a polymer measure on \(\Omega_{T_0}\), \(\mu_{\varepsilon,\lambda}\) the probability measure defined by \[ \mu_{\varepsilon,\lambda}(d\omega)=(E\exp(-\overline J^{\varepsilon, \lambda}_{ 0,1}))^{-1} \exp(-\overline J^{\varepsilon, \lambda}_{0,1}) P(d \omega), \] where \(\lambda>0\), \(\varepsilon\in(0,1)\) and \[ \overline J^{\varepsilon, \lambda}_{s, t}=\lambda\int^t_s \int^v_{(uv(\sigma+ \varepsilon)) \wedge v}\delta (\omega_0- \omega_\tau) d\sigma d\tau- \lambda(t-s)k_1(\varepsilon) +\lambda^2(t-s)k_2 (\varepsilon). \] It is given that: a) for any \(\lambda\geq 0\), the limit \(\lim_{ \varepsilon\to 0^+}\mu_{\varepsilon, \lambda}\) exists in the weak sense; b) for any \(\lambda\geq 0\), the following equation is true \(\widehat P_{1,\lambda}= \widehat P_{1,\lambda}'\), where \(\widehat P_{1,\lambda}'= \lim_{\varepsilon\to 0^+}\mu_{\varepsilon, \lambda}\).
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