DIFFUSIVITY BOUNDS FOR 1D BROWNIAN POLYMERS

We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introduced by Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337-349]. The polymer describes a stochastic process with a drift which is a certain average of its local time. We show that a smear...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Tarres, P, Toth, B, Valko, B
Formáid: Journal article
Teanga:English
Foilsithe / Cruthaithe: 2012