A multi-layer extension of the stochastic heat equation

Details A multi-layer extension of the stochastic heat equation A multi-layer extension of the stochastic heat equation

2011-04-18

arxiv.org/abs/1104.3509v3

Mathematics

Probability

v3: contains more details and several corrections

Scientific paper

Motivated by recent developments on solvable directed polymer models, we
define a 'multi-layer' extension of the stochastic heat equation involving
non-intersecting Brownian motions.

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