The Green's function of the parabolic Anderson model and the continuum directed polymer

arXiv2208.11255MaRDI QIDQ6408637FDOQ6408637

Authors: Tom Alberts, Christopher Janjigian, Firas Rassoul-Agha, Timo Seppäläinen 

Publication date: 23 August 2022

Abstract: We build a regular version of the field $$ which describes the Green's function, or fundamental solution, of the parabolic Anderson model (PAM) with white noise forcing on $mathbb{R}^{1+1}$: $$ $$, $$ for all $-infty<sleqt<infty$, all $x,yinmathbbR$, and all $$ simultaneously. Through the superposition principle, our construction gives a pointwise coupling of all solutions to the PAM with initial or terminal conditions satisfying sharp growth assumptions, for all initial and terminal times. Using this coupling, we show that the PAM with a (sub-)exponentially growing initial condition admits conserved quantities given by the limits $$, in addition to proving many new basic properties of solutions to the PAM with general initial conditions. These properties are then connected to the existence, regularity, and continuity of the quenched continuum polymer measures. Through the polymer connection, we also show that the kernel $$ is strictly totally positive for all $t>s$ and $$.

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