Almost sure exponential behavior of a directed polymer in a fractional Brownian environment
DOI10.1016/J.JFA.2008.06.020zbMATH Open1152.82028OpenAlexW1978329101MaRDI QIDQ960550FDOQ960550
Publication date: 22 December 2008
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2008.06.020
fractional Brownian motionlong memoryLyapunov exponentMalliavin derivativepartition functionAnderson modelGaussian fieldrandom mediapolymer
Diffusion processes (60J60) Statistical mechanics of polymers (82D60) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)
Cites Work
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- Upper bound of a volume exponent for directed polymers in a random environment
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- Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity
Cited In (11)
- Asymptotic behavior for high moments of the fractional heat equation with fractional noise
- Feynman-Kac formula for heat equation driven by fractional white noise
- Asymptotic behavior of the solution of heat equation driven by fractional white noise
- Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function
- Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
- Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces
- Asymptotic behavior of the solution of the fractional heat equation
- Stochastic elastic equation driven by multiplicative multi-parameter fractional noise
- Feynman-Kac representation for the parabolic Anderson model driven by fractional noise
- Quenched asymptotics for Brownian motion in generalized Gaussian potential
- Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise
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