The continuum directed polymer in Lévy noise
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Publication:2073658
Random measures (60G57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Phase transitions (general) in equilibrium statistical mechanics (82B26) Critical phenomena in equilibrium statistical mechanics (82B27) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Statistical mechanics of polymers (82D60)
Abstract: We present in this paper the construction of a continuum directed polymer model in an environment given by space-time L'evy noise. One of the main objectives of this construction is to describe the scaling limit of discrete directed polymer in an heavy-tail environment and for this reason we put special emphasis on the case of -stable noises with . Our construction can be performed in arbitrary dimension, provided that the L'evy measure satisfies specific (and dimension dependent) conditions. We also discuss a few basic properties of the continuum polymer and the relation between this model and the Stochastic Heat Equation with multiplicative L'evy noise.
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