Self-avoiding fractional Brownian motion - The Edwards model

Abstract

In this work we extend Varadhan's construction of the Edwards polymer model to the case of fractional Brownian motions in ${\mathbb{R}}^d$, for any dimension $d\ge 2$, with arbitrary Hurst parameters $H\le 1/d$.

14 pages

References in corpus (3)

• Critical Phenomena and Renormalization-Group Theory
• Renormalized self-intersection local time for fractional Brownian motion
• Intersection local times of independent fractional Brownian motions as generalized white noise functionals

Cited by in corpus (6)

• Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
• Scaling Properties of Weakly Self-Avoiding Fractional Brownian Motion in One Dimension
• Chaos Decomposition and Gap Renormalization of Brownian Self-Intersection Local Times
• Local times for multifractional Brownian motion in higher dimensions: A white noise approach
• Brownian and fractional polymers with self-repulsion
• Persistence probabilities of mixed FBM and other mixed processes