Stochastic Quantization for the fractional Edwards Measure
Abstract
We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension d∈N with Hurst parameter H∈(0,1) fulfilling dH < 1. The diffusion is constructed via Dirichlet form techniques in infinite dimensional (Gaussian) analysis. Moreover, we show that the process is invariant under time translations.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.