A model of continuous time polymer on the lattice

2008/02/22 by David Márquez‐Carreras, David Marquez-Carreras, Marquez-Carreras, David +4
Computer Science · Economics, Econometrics and Finance · Mathematics · #60K37 #82D60 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Spectral Theory in Mathematical Physics #Stochastic processes and financial applications #math.PR #msc:60K37 #msc:82D60

paper · pdf · doi:10.48550/arxiv.0802.3296

arxiv created 2008/02/22 · openalex publication_date 2008/02/22 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this article, we try to give a rather complete picture of the behavior of the free energy for a model of directed polymer in a random environment, in which the polymer is a simple symmetric random walk on the lattice \Z^d, and the environment is a collection \W(t,x);t≥ 0, x∈ \Z^d\ of i.i.d. Brownian motions.

Cited by

• Sharp asymptotics for the partition function of some continuous-time directed polymers

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