On the free energy of a directed polymer in a Brownian environment

Details On the free energy of a directed polymer in a Brownian environment On the free energy of a directed polymer in a Brownian environment

2006-06-13

arxiv.org/abs/math/0606296v1

Mathematics

Probability

15 pages. To appear in Markov Processes and Related Filelds (J.T. Lewis special edition)

Scientific paper

We prove a formula conjectured in O'Connell and Yor (2001) for the free
energy density of a directed polymer in a Brownian environment in 1+1
dimensions.

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