Continuity and strict positivity of the multi-layer extension of the stochastic heat equation

DOI10.1214/20-EJP511MaRDI QIDQ2201484zbMATH OpenFDO

Authors Chin Hang Lun, J. Warren

Publication date 29 September 2020

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.09030, https://projecteuclid.org/euclid.ejp/1600070435

zbMATH Keywords

stochastic heat equationKPZ equationintegrable probability

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65)

Abstract: We prove the continuity and strict positivity of the multi-layer extension to the stochastic heat equation introduced in [OW11] which form a hierarchy of partition functions for the continuum directed random polymer. This shows that the corresponding free energy (logarithm of the partition function) is well defined. This is also a step towards proving the conjecture stated at the end of the above paper that an array of such partition functions has the Markov property.

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Cited in

(6)

• Intermediate disorder limits for multi-layer semi-discrete directed polymers
• A multi-layer extension of the stochastic heat equation
• On the (strict) positivity of solutions of the stochastic heat equation
• Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
• On the positivity of the stochastic heat equation
• Optimal regularity of SPDEs with additive noise

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