The continuum directed polymer in Lévy noise

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Publication:2073658



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 alpha-stable noises with alphain(1,2). 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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