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Stochastic quantization for the fractional Edwards measure
University of Kaiserslautern, Germany.ORCID iD: 0000-0002-8400-0416
University of Kaiserslautern, Germany.
BIBOS, Germany;CIMA-UMA, Portugal.
2017 (English)In: Acta Applicandae Mathematicae - An International Survey Journal on Applying Mathematics and Mathematical Applications, ISSN 0167-8019, E-ISSN 1572-9036, Vol. 151, p. 81-88Article in journal (Refereed) Published
Abstract [en]

We prove that there exists a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion, μg , H, H∈ (0 , 1) for dH< 1. The diffusion is constructed in the framework of Dirichlet forms in infinite dimensional (Gaussian) analysis. Moreover, the process is invariant under time translations.

Place, publisher, year, edition, pages
Springer, 2017. Vol. 151, p. 81-88
National Category
Probability Theory and Statistics
Research subject
Mathematics, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-124545DOI: 10.1007/s10440-017-0103-8ISI: 000409295200004Scopus ID: 2-s2.0-85020078282OAI: oai:DiVA.org:lnu-124545DiVA, id: diva2:1802873
Available from: 2023-10-06 Created: 2023-10-06 Last updated: 2023-10-18Bibliographically approved

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Bock, Wolfgang

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