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

Autor:	Lun, Chin Hang, Warren, Jon
Rok vydání:	2015
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	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.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1506.09030 Zobrazit plný text záznamu View this record from Arxiv